A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems.

Silvia Bonettini Alessandro Chiuso Marco Prato

Published in: SIAM J. Sci. Comput. (2015)

Keyphrases

bayesian learning
dynamical systems
gradient projection method
model selection
objective function
posterior distribution
nonlinear dynamical systems
state space
predictive state representations
data mining
learning algorithm
maximum likelihood
cross validation