6 citations · 11 across the 3 of their papers we have counts for
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stat.ML2018
Black-Box Autoregressive Density Estimation for State-Space Models
Tom Ryder, Andrew Golighty, A. Stephen McGough +1
State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and ep…
stat.CO2018
Black-box Variational Inference for Stochastic Differential Equations
Thomas Ryder, Andrew Golightly, A. Stephen McGough +1
Parameter inference for stochastic differential equations is challenging due to the presence of a latent diffusion process. Working with an Euler-Maruyama discretisation for the di…