Derivations of variational gaussian process approximation framework

Michail D. Vrettas, Yuan Shen, Dan Cornford

Research output: Working paperTechnical report

Abstract

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.
Original languageEnglish
Place of PublicationBirmingham
PublisherAston University
Number of pages25
ISBN (Print)NCRG/2008/002
Publication statusPublished - 28 Mar 2008

Keywords

  • variational approximation framework
  • variational framework

Cite this

Vrettas, M. D., Shen, Y., & Cornford, D. (2008). Derivations of variational gaussian process approximation framework. Aston University.