302 citations · 1k across the 48 of their papers we have counts for
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stat.ML2015★ 9 cited
Expectation propagation for continuous time stochastic processes
Botond Cseke, David Schnoerr, Manfred Opper +1
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constrain…
stat.ML2015
An Analytically Tractable Bayesian Approximation to Optimal Point Process Filtering
Yuval Harel, Ron Meir, Manfred Opper
The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but l…