A variational approach to path estimation and parameter inference of hidden diffusion processes (Q2834533)

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scientific article; zbMATH DE number 6655106
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    A variational approach to path estimation and parameter inference of hidden diffusion processes
    scientific article; zbMATH DE number 6655106

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      22 November 2016
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      variational inference
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      stochastic differential equations
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      diffusion processes
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      hidden Markov model
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      optimal control
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      A variational approach to path estimation and parameter inference of hidden diffusion processes (English)
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