Parameter and Uncertainty Estimation for Dynamical Systems Using Surrogate Stochastic Processes.
Matthias ChungMickaël BinoisRobert B. GramacyJohnathan M. BardsleyDavid J. MoquinAmanda P. SmithAmber M. SmithPublished in: SIAM J. Sci. Comput. (2019)
Keyphrases
- dynamical systems
- stochastic processes
- stochastic process
- stochastic models
- probability distribution
- dynamic systems
- differential equations
- random fields
- nonlinear dynamical systems
- state space
- predictive state representations
- dynamic bayesian networks
- parameter estimation
- random variables
- bayesian networks
- monte carlo
- semi supervised
- pairwise
- reinforcement learning