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]
@inproceedings{ZhaoTHS20,
title = {State-Space Gaussian Process for Drift Estimation in Stochastic Differential Equations},
author = {Zheng Zhao and Filip Tronarp and Roland Hostettler and Simo Särkkä},
year = {2020},
doi = {10.1109/ICASSP40776.2020.9054472},
url = {https://doi.org/10.1109/ICASSP40776.2020.9054472},
researchr = {https://researchr.org/publication/ZhaoTHS20},
cites = {0},
citedby = {0},
pages = {5295-5299},
booktitle = {2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020},
publisher = {IEEE},
isbn = {978-1-5090-6631-5},
}