D2LAB, Ghent University, Belgium; MIRO core lab, Flanders Make@UGent, Belgium; Dept. of Theor. Comp. Science, Technical University of Berlin, Germany; Inst. of Mathematics, University of Potsdam, Germany; Centre for Systems Modelling and Quant. Biomed., University of Birmingham, UK; Dept. of Computing, Imperial College London, UK
Rembert Daems, Manfred Opper, Guillaume Crevecoeur, Tolga Birdal
variational inference;neural sdes;stochastic differential equations;brownian motion;fractional noise;fractional brownian motion;markov approximation;markov representation
Variational Inference for SDEs Driven by Fractional Noise