Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models

DOI10.1016/j.physd.2009.08.002zbMath1229.62027OpenAlexW1980246751WikidataQ42592039 ScholiaQ42592039MaRDI QIDQ1038446

Stefan J. Kiebel, Karl J. Friston, Jean Daunizeau

Publication date: 18 November 2009

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2009.08.002

zbMATH Keywords

Kalman filterLaplace approximationapproximate inferencemodel comparisonEMnonlinear state-space modelsSDEfree-energyDCMrauch smoother

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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Uses Software

• BayesDA

Cites Work

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