Markov Chain Monte Carlo for Continuous-Time Switching Dynamical Systems.
Lukas KöhsBastian AltHeinz KoepplPublished in: ICML (2022)
Keyphrases
- dynamical systems
- markov chain monte carlo
- markov chain
- linear dynamical systems
- state space
- parameter estimation
- posterior distribution
- generative model
- bayesian inference
- monte carlo
- particle filter
- posterior probability
- approximate inference
- particle filtering
- nonlinear dynamical systems
- data association
- predictive state representations
- maximum a posteriori
- object tracking
- simulated annealing
- probability distribution
- evolutionary algorithm
- bayesian networks
- learning algorithm