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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Bibliographic Details
Main Author: Vrettas, Michail D.
Published: Aston University 2010
Subjects:
518
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.544606