Approximate inference in continuous time Gaussian-Jump processes

Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010

Volumn , Issue , 2010, Pages

  Opper, Manfred ^a   Ruttor, Andreas ^a   Sanguinetti, Guido ^b  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^b UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

FREE ENERGY; GAUSSIAN DISTRIBUTION; MARKOV PROCESSES; STOCHASTIC SYSTEMS;

APPROXIMATE INFERENCE; ARBITRARY TIME; CONDITIONALLY GAUSSIAN; CONTINOUS TIME; GAUSSIAN JUMPS; JUMP PROCESS; JUMP-DIFFUSION PROCESS; LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS; MARKOVIAN JUMPS; TIME POINTS;

CONTINUOUS TIME SYSTEMS;

EID: 85162005633     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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