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1 Preprint article

Stochastic Differential Equations with Variational Wishart Diffusions

Jørgensen, Martin; Deisenroth, Marc Peter; Salimbeni, Hugh

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also known as the diffusion, and modelling it by means

Year: 2020

Language: Undetermined

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cjighankepb lfmdo
2 Conference paper

Stochastic Differential Equations with Variational Wishart Diffusions

Jørgensen, Martin; Deisenroth, Marc Peter; Salimbeni, Hugh

Proceedings of 37<sup>th</sup> International Conference on Machine Learning — 2020, pp. 4941-4950

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-Time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also known as the diffusion, and modelling it by means

Year: 2020

Language: English

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eni cml jfhdoakbgp

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