Seminar in applied mathematics and statistics

SPEAKER: Stefan Bauer (ETH Zurich, Department of Computer Science)

TITLE: Scalable Variational Inference in Dynamical Systems

ABSTRACT: Parameter estimation in coupled differential equations is challenging due to the high computational cost of numerical integration. Techniques based on gradient matching offer a computationally appealing shortcut to the inference problem. Previous work for gradient matching sampled the state variables while we propose a variational formulation that offers computational speedups and improved accuracy.

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Tea and chocolate will be served on the 4th floor (04-4-19) after the seminar.