Physics-informed variational inference for uncertainty quantification of stochastic differential equations.
Hyomin ShinMinseok ChoiPublished in: J. Comput. Phys. (2023)
Keyphrases
- variational inference
- stochastic differential equations
- bayesian inference
- posterior distribution
- mixture model
- topic models
- probabilistic model
- gaussian process
- brownian motion
- latent dirichlet allocation
- variational methods
- probabilistic graphical models
- maximum a posteriori estimation
- closed form
- approximate inference
- hyperparameters
- exponential family
- conditional probabilities
- image segmentation
- prior knowledge
- pairwise
- image sequences