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A General-Purpose Fixed-Lag No U-Turn Sampler for Nonlinear Non-Gaussian State Space Models.
Alessandro Varsi
Lee Devlin
Paul R. Horridge
Simon Maskell
Published in:
IEEE Trans. Aerosp. Electron. Syst. (2024)
Keyphrases
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general purpose
state space
special purpose
machine learning
complex systems
gibbs sampler
data sets
nonlinear models
autoregressive
random fields
dynamical systems
heuristic search
optimal policy
particle filter
least squares
probabilistic model
prior knowledge
reinforcement learning