Approximate Gaussian process inference for the drift of stochastic differential equations

Advances in Neural Information Processing Systems

Volumn , Issue , 2013, Pages

  Ruttor, Andreas ^a   Batz, Philipp ^a   Opper, Manfred ^a  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; DIFFERENTIAL EQUATIONS; GAUSSIAN DISTRIBUTION;

DRIFT FUNCTIONS; GAUSSIAN PROCESS PRIORS; GAUSSIAN PROCESSES; NONPARAMETRIC APPROACHES; ORNSTEIN-UHLENBECK; SPARSE GAUSSIAN PROCESS; STOCHASTIC DIFFERENTIAL EQUATIONS; SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 84898952981     PISSN: 10495258     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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