A variational approach to path estimation and parameter inference of hidden diffusion processes

Metadata only

Author

Sutter, Tobias

Ganguly, Arnab

Koeppl, Heinz

Date

2016

Type

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Journal of Machine Learning Research

Volume

17

Pages / Article No.

1 - 37

Publisher

MIT Press

Subject

Diffusion processes; Hidden Markov model; Optimal control; Stochastic differential equations; Variational inference

Organisational unit

03751 - Lygeros, John / Lygeros, John

Notes

.

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ETH Bibliography

yes

Altmetrics

Research Collection