Approximate Gaussian process inference for the drift function in stochastic differential equations

Andreas Ruttor, Philipp Batz, Manfred Opper. Approximate Gaussian process inference for the drift function in stochastic differential equations. In Christopher J. C. Burges, Léon Bottou, Zoubin Ghahramani, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013, Lake Tahoe, Nevada, United States. pages 2040-2048, 2013. [doi]

Abstract

Abstract is missing.