Differentiable Likelihoods for Fast Inversion of 'Likelihood-Free' Dynamical Systems.
Hans KerstingNicholas KrämerMartin SchieggChristian DanielMichael TiemannPhilipp HennigPublished in: CoRR (2020)
Keyphrases
- dynamical systems
- maximum likelihood
- likelihood function
- posterior probability
- differential equations
- state space
- qualitative simulation
- dynamic systems
- nonlinear dynamical systems
- control theory
- phase space
- partially observable
- linear systems
- objective function
- agent environment
- dynamical models
- machine learning
- particle filter
- probability distribution
- dynamical behavior
- gaussian process
- random variables
- em algorithm
- probabilistic model
- discrete dynamical systems