Remi Barillec

Dimension reduction in multivariate emulation of complex dynamic models (2009)

Barillec, Remi; NCRG, Aston University (UK); Bariller@aston.ac.uk

Many real-world systems can be modelled using dynamic simulators. Dynamic simulators are typically computer code representations of the time varying behaviour of the state of the system of interest,...

A comparison of variational and Markov Chain Monte Carlo methods for inference in partially observed stochastic dynamic systems. (2009)

Shen, Yuan, Archambeau, Cedric, Cornford, Dan, Opper, Manfred, Shawe-Taylor, John, Barillec, Remi

In recent years we have developed a novel variational method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the Variational...

Evaluation of Variational and Markov Chain Monte Carlo Methods for Inference in Partially Observed Stochastic Dynamic Systems (2007)

Shen, Yuan, Archambeau, Cedric, Cornford, Dan, Opper, Manfred, Shawe-Taylor, John, Barillec, Remi

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the...

Evaluation of Variational and Markov Chain Monte Carlo Methods for Inference in Partially Observed Stochastic Dynamic Systems (2007)

Shen, Yuan, Archambeau, Cedric, Cornford, Dan, Opper, Manfred, Shawe-Taylor, John, Barillec, Remi

In recent work we have developed a novel variational inference method for partially observed systems governed by stochastic differential equations. In this paper we provide a comparison of the...