Inferring Latent Functions with Gaussian Processes in Differential Equations


at Department of Electronics and Computer Science, University of Southampton, U.K. on Apr 30, 2008 [pdf]
Neil D. Lawrence, University of Sheffield



In this talk we will present recent work from Manchester in inference of latent functions in differential equations. Simple computational models for systems biology make use of ordinary differential equations that are driven from an often unobserved input function. We will describe how probabilistic inference over these latent functions may be performed through Gaussian process prior distributions. We will describe the algorithms and show results on toy problems and real biological systems.