48 citations · 60 across the 2 of their papers we have counts for
2 papers
physics.data-an2017★ 48 cited
Approximate Bayes learning of stochastic differential equations
Philipp Batz, Andreas Ruttor, Manfred Opper
We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian p…
physics.data-an2016★ 12 cited
Variational estimation of the drift for stochastic differential equations from the empirical density
Philipp Batz, Andreas Ruttor, Manfred Opper
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variat…