A variational approach to path estimation and parameter inference of hidden diffusion processes
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Date
2016Type
- Journal Article
Publication status
publishedJournal / series
Journal of Machine Learning ResearchVolume
Pages / Article No.
Publisher
MIT PressSubject
Diffusion processes; Hidden Markov model; Optimal control; Stochastic differential equations; Variational inferenceOrganisational unit
03751 - Lygeros, John / Lygeros, John
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