research
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10/26/2022
Nonlinear System Identification: Learning while respecting physical models using a sequential Monte Carlo method
Identification of nonlinear systems is a challenging problem. Physical k...
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10/13/2022
Marginalized particle Gibbs for multiple state-space models coupled through shared parameters
We consider Bayesian inference from multiple time series described by a ...
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10/30/2019
Parameter elimination in particle Gibbs sampling
Bayesian inference in state-space models is challenging due to high-dime...
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01/22/2018