Variational mean-field algorithm for efficient inference in large systems of stochastic differential equations

Mathematics

• Mean Field 99%
• Stochastic Differential Equations 78%
• Stochastic Ordinary Differential Equations 42%
• Variational Approximation 42%
• Mean-field Approximation 42%
• Moment Equations 40%
• State Estimation 38%
• Piecewise Polynomials 32%
• Markov Model 32%
• Free Energy 32%
• Polynomial function 30%
• Gaussian Process 29%
• Parameter Estimation 27%
• Express 26%
• Nonlinear Problem 25%
• Discrete-time 24%
• Dynamical system 22%
• Methodology 21%
• Moment 20%
• Restriction 20%
• Model 9%

Physics & Astronomy

• inference 100%
• differential equations 72%
• state estimation 44%
• moments 43%
• state vectors 38%
• dynamical systems 29%
• constrictions 26%
• polynomials 26%
• free energy 24%
• methodology 24%
• approximation 15%