Derivations of variational gaussian process approximation framework

Michail D. Vrettas, Yuan Shen, Dan Cornford

Research output: Preprint or Working paperTechnical report


Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.
Original languageEnglish
Place of PublicationBirmingham
PublisherAston University
Number of pages25
ISBN (Print)NCRG/2008/002
Publication statusPublished - 28 Mar 2008


  • variational approximation framework
  • variational framework

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