A basis function approach to Bayesian inference in diffusion processes

Mathematics

• Bayesian inference 100%
• Gaussian Process 92%
• Basis Functions 90%
• Diffusion Process 89%
• Moment Equations 42%
• State Estimation 40%
• Ornstein-Uhlenbeck Process 36%
• Control Parameter 34%
• Time Discretization 32%
• Approximation 31%
• Eliminate 31%
• Computational Complexity 29%
• Smoothing 28%
• Approximation Algorithms 27%
• Continuous Time 26%
• Subspace 22%
• Framework 17%

Engineering & Materials Science

• Approximation algorithms 50%
• State estimation 46%
• Computational complexity 38%