Stochastic Differential Equations with Variational Wishart Diffusions.
Martin JørgensenMarc Peter DeisenrothHugh SalimbeniPublished in: CoRR (2020)
Keyphrases
- brownian motion
- stochastic differential equations
- differential equations
- stochastic process
- optimal control
- diffusion process
- vector valued
- poisson process
- stochastic processes
- heavy traffic
- image segmentation
- maximum a posteriori estimation
- special case
- closed form solutions
- queue length
- dynamic programming
- stochastic model
- long run
- optical flow