A variational approach to path estimation and parameter inference of hidden diffusion processes (Q2834533)
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scientific article; zbMATH DE number 6655106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational approach to path estimation and parameter inference of hidden diffusion processes |
scientific article; zbMATH DE number 6655106 |
Statements
22 November 2016
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variational inference
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stochastic differential equations
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diffusion processes
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hidden Markov model
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optimal control
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math.OC
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cs.LG
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cs.SY
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math.PR
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math.ST
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stat.TH
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A variational approach to path estimation and parameter inference of hidden diffusion processes (English)
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