Particle-Based Adaptive-Lag Online Marginal Smoothing in General State-Space Models.

Johan Alenlöv Jimmy Olsson

Published in: IEEE Trans. Signal Process. (2019)

Keyphrases

state space
special case
optimal policy
real time
learning algorithm
classification models
reinforcement learning
online learning
model selection
complex systems
experimental data
dynamical systems
numerical methods
reinforcement learning algorithms