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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Bibliographic Details
Main Author: Higgs, M. C.
Published: University College London (University of London) 2011
Subjects:
004
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.565569