302 citations · 1k across the 48 of their papers we have counts for
5 papers · 1 filter
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…
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…
A Theory of Solving TAP Equations for Ising Models with General Invariant Random Matrices
Manfred Opper, Burak Çakmak, Ole Winther
We consider the problem of solving TAP mean field equations by iteration for Ising model with coupling matrices that are drawn at random from general invariant ensembles. We develo…
Learning of couplings for random asymmetric kinetic Ising models revisited: random correlation matrices and learning curves
Ludovica Bachschmid-Romano, Manfred Opper
We study analytically the performance of a recently proposed algorithm for learning the couplings of a random asymmetric kinetic Ising model from finite length trajectories of the…
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…