Moment-Based Variational Inference for Stochastic Differential Equations.
Christian WildnerHeinz KoepplPublished in: AISTATS (2021)
Keyphrases
- variational inference
- stochastic differential equations
- bayesian inference
- maximum a posteriori estimation
- topic models
- latent dirichlet allocation
- brownian motion
- variational methods
- posterior distribution
- probabilistic model
- gaussian process
- mixture model
- closed form
- approximate inference
- prior information
- regression model
- generative model
- markov random field
- message passing
- feature space
- model selection
- text mining
- hidden markov models
- optical flow
- prior knowledge