Probabilistic Numeric SMC Sampling for Bayesian Nonlinear System Identification in Continuous Time.
Joe D. LongbottomMax D. ChampneysTimothy J. RogersPublished in: CoRR (2024)
Keyphrases
- bayesian networks
- posterior probability
- markov chain monte carlo
- probabilistic model
- random sampling
- prior probabilities
- metropolis hastings algorithm
- state space
- sequential monte carlo
- data driven
- bayesian learning
- generative model
- sample size
- monte carlo
- markov chain
- iterative learning control
- decision theory
- markov processes
- hierarchical bayesian
- learning algorithm
- bayesian analysis
- numeric data
- generalized em algorithm
- sampling algorithm
- belief networks
- uncertain data
- conditional probabilities
- parameter space
- information theoretic
- dynamical systems
- maximum likelihood