Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.
|Place of Publication||Birmingham|
|Number of pages||25|
|Publication status||Published - 28 Mar 2008|
- variational approximation framework
- variational framework