Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions

Yuan Shen, Dan Cornford, Manfred Opper, Cédric Archambeau. Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions. Comput. Stat., 27(1):149-176, 2012. [doi]

Abstract

Abstract is missing.