Zheng Zhao, Filip Tronarp, Roland Hostettler, Simo Särkkä. State-Space Gaussian Process for Drift Estimation in Stochastic Differential Equations. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 5295-5299, IEEE, 2020. [doi]
Abstract is missing.