Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models (Q1038446)

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Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models
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    Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models (English)
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    18 November 2009
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    approximate inference
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    model comparison
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    EM
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    Laplace approximation
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    free-energy
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    SDE
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    nonlinear state-space models
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    DCM
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    Kalman filter
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    rauch smoother
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