# Variational Bayes for Continuous-time Nonlinear State-space Models

Lecture slides:

- Outline
- Nonlinear dynamical systems
- Nonlinear state-space models (NSSMs)
- Nonlinear state-space models (NSSMs)01
- Variational inference for the NSSM
- Discrete-time models: pros and cons
- Continuous-time NSSM
- Stochastic Differential Equations
- Continuous-time NSSM
- Approximations
- Variational continuous-time NSSM
- State inference
- Faster state inference
- Experiment: Continuous-time NSSM
- Experiment: Continuous-time NSSM01
- Experiment: Continuous-time NSSM02
- Experiment: Continuous-time NSSM03
- Experiment: State inference
- Experiment: State inference01
- Conclusion

*Author: Antti Honkela, Helsinki University of Technology*