16 citations · 61 across the 6 of their papers we have counts for
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cond-mat.dis-nn2016★ 2 cited
Critical scaling in hidden state inference for linear Langevin dynamics
Barbara Bravi, Peter Sollich
We consider the problem of inferring the dynamics of unknown (i.e. hidden) nodes from a set of observed trajectories and study analytically the average prediction error and the typ…
cond-mat.dis-nn2016★ 13 cited
Inferring hidden states in Langevin dynamics on large networks: Average case performance
Barbara Bravi, Manfred Opper, Peter Sollich
We present average performance results for dynamical inference problems in large networks, where a set of nodes is hidden while the time trajectories of the others are observed. Ex…
cond-mat.dis-nn2015★ 16 cited
Extended Plefka Expansion for Stochastic Dynamics
Barbara Bravi, Peter Sollich, Manfred Opper
We propose an extension of the Plefka expansion, which is well known for the dynamics of discrete spins, to stochastic differential equations with continuous degrees of freedom and…