Estimating parameters in stochastic systems: A variational Bayesian approach
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Publication:654174
DOI10.1016/J.PHYSD.2011.08.013zbMATH Open1229.62109OpenAlexW1998541716MaRDI QIDQ654174FDOQ654174
Authors: Michail D. Vrettas, Dan Cornford, Manfred Opper 
Publication date: 28 December 2011
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://publications.aston.ac.uk/id/eprint/16146/1/vrettasm_PhysD.pdf
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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
- Data augmentation-based statistical inference of diffusion processes
- A variational approach to path estimation and parameter inference of hidden 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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