Approximate Bayesian techniques for inference in stochastic dynamical systems
This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a v...
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Aston University
2010
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.544606 |