Moment-Based Variational Inference for Stochastic Differential Equations.
Christian WildnerHeinz KoepplPublished in: CoRR (2021)
Keyphrases
- variational inference
- stochastic differential equations
- bayesian inference
- maximum a posteriori estimation
- posterior distribution
- topic models
- brownian motion
- gaussian process
- mixture model
- variational methods
- probabilistic model
- latent dirichlet allocation
- closed form
- gaussian distribution
- prior information
- latent variables
- hyperparameters
- gaussian mixture model
- generative model
- approximate inference
- density estimation
- model selection
- em algorithm
- higher order
- text mining