Variational Inference for Diffusion Processes
Cédric Archambeau, Manfred Opper, Yuan Shen, Dan Cornford, John Shawe-Taylor

T52

Do you know... What a sample path is? What a partially observed diffusion process is? What a stochastic differential equation is? If variational inference can be used for infinite dimensional objects? If forcing parameters and system noise can be estimated jointly? If there is any advantage of constructing continuous-time models? If not, you should visit us! Poster T52 is where the answers are!