302 citations · 1k across the 48 of their papers we have counts for
4 papers · 1 filter
Optimal Encoding and Decoding for Point Process Observations: an Approximate Closed-Form Filter
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…
Self-Averaging Expectation Propagation
Burak Çakmak, Manfred Opper, Bernard H. Fleury +1
We investigate the problem of approximate Bayesian inference for a general class of observation models by means of the expectation propagation (EP) framework for large systems unde…
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…
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…