Estimating parameters in stochastic systems: A variational Bayesian approach
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Cited in
(18)- An information field theory approach to Bayesian state and parameter estimation in dynamical systems
- Spectral Bayesian estimation for general stochastic hybrid systems
- A variational approach to path estimation and parameter inference of hidden diffusion processes
- Data augmentation-based statistical inference of diffusion processes
- Systematic physics constrained parameter estimation of stochastic differential equations
- Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models
- Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
- DeepBayes -- an estimator for parameter estimation in stochastic nonlinear dynamical models
- Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter
- Generative ensemble regression: Learning particle dynamics from observations of ensembles with physics-informed deep generative models
- An interacting multiple model approach for state estimation with non-gaussian noise using a variational Bayesian method
- Stochastic Event-triggered Variational Bayesian Filtering
- Parameter estimation of Markov‐switching Hammerstein systems using the variational Bayesian approach
- Parameter and uncertainty estimation for dynamical systems using surrogate stochastic processes
- Variational Inference for Stochastic Differential Equations
- Bayesian learning of stochastic dynamical models
- The stochastic quasi-chemical model for bacterial growth: variational Bayesian parameter update
- Expectation propagation for continuous time stochastic processes
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