Derivations of variational gaussian process approximation framework

Michail D. Vrettas; Yuan Shen; Dan Cornford

Derivations of variational gaussian process approximation framework

Michail D. Vrettas, Yuan Shen, Dan Cornford

Research output: Working paper › Technical 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 language	English
Place of Publication	Birmingham
Publisher	Aston University
Number of pages	25
ISBN (Print)	NCRG/2008/002
Publication status	Published - 28 Mar 2008

Keywords

variational approximation framework
variational framework

Access to Document

NCRG_2008_002.pdf

Cite this

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

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AB - 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.

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