Approximate inference for state-space models
This thesis is concerned with state estimation in partially observed diffusion processes with discrete time observations. This problem can be solved exactly in a Bayesian framework, up to a set of generally intractable stochastic partial differential equations. Numerous approximate inference methods...
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University College London (University of London)
2011
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Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.565569 |