Markov Chain Monte Carlo for Continuous-Time Switching Dynamical Systems.
Lukas KöhsBastian AltHeinz KoepplPublished in: CoRR (2022)
Keyphrases
- dynamical systems
- markov chain monte carlo
- markov chain
- linear dynamical systems
- state space
- generative model
- parameter estimation
- monte carlo
- bayesian inference
- posterior distribution
- particle filter
- approximate inference
- posterior probability
- nonlinear dynamical systems
- particle filtering
- simulated annealing
- least squares
- data association
- graphical models
- em algorithm
- predictive state representations
- bayesian networks
- latent variables
- probabilistic model
- training set