Stochastic Differential Equations with Variational Wishart Diffusions.
Martin JørgensenMarc Peter DeisenrothHugh SalimbeniPublished in: ICML (2020)
Keyphrases
- brownian motion
- stochastic differential equations
- differential equations
- optimal control
- stochastic process
- diffusion process
- vector valued
- poisson process
- queue length
- stochastic processes
- heavy traffic
- image segmentation
- closed form solutions
- maximum a posteriori estimation
- optical flow
- steady state
- dynamic programming
- heavy tailed
- queueing networks
- markov chain
- anisotropic diffusion
- graphical models
- edge detection
- probability distribution
- inventory level
- probabilistic model
- mathematical model
- lead time
- additive gaussian noise
- risk management