Gaussian Process Approximations of Stochastic Differential Equations.
Cédric ArchambeauDan CornfordManfred OpperJohn Shawe-TaylorPublished in: Gaussian Processes in Practice (2007)
Keyphrases
- gaussian process
- stochastic differential equations
- expectation propagation
- sparse approximations
- brownian motion
- poisson process
- gaussian processes
- maximum a posteriori estimation
- regression model
- approximate inference
- hyperparameters
- bayesian framework
- latent variables
- model selection
- semi supervised
- closed form
- bayesian inference
- diffusion process
- reproducing kernel hilbert space
- pairwise
- differential equations
- dynamical systems
- random variables
- sparse representation
- prior knowledge