An Approach to Parameter Estimation and Model Selection in Differential Equations.
Michael R. OsbornePublished in: HPSC (2003)
Keyphrases
- differential equations
- parameter estimation
- model selection
- cross validation
- dynamical systems
- hyperparameters
- statistical models
- machine learning
- sample size
- approximate inference
- feature selection
- parameter values
- partial differential equations
- mixture model
- parameter estimation algorithm
- model selection criteria
- random fields
- variable selection
- regression model
- posterior distribution
- gaussian process
- multiscale
- selection criterion
- structure learning
- markov chain monte carlo
- generative model
- feature extraction
- likelihood function
- pairwise
- bayesian model selection