Derivations of variational gaussian process approximation framework
Michail D. Vrettas, Yuan Shen, Dan Cornford · Aston Publications Explorer (Aston University) · 2008
Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.