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cs.LG2021
Moment-Based Variational Inference for Stochastic Differential Equations
Christian Wildner, Heinz Koeppl
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational…
cs.LG2019
Moment-Based Variational Inference for Markov Jump Processes
Christian Wildner, Heinz Koeppl
We propose moment-based variational inference as a flexible framework for approximate smoothing of latent Markov jump processes. The main ingredient of our approach is to partition…