A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems
نویسندگان
چکیده
منابع مشابه
A scaled gradient projection method for Bayesian learning in dynamical systems
A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using order selection criteria based on asymptotic arguments. As recently suggested in the literature, this can be addressed in a Bayesian framework, where model complexity is regulated by few hyperparameters, which can be estimated...
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2015
ISSN: 1064-8275,1095-7197
DOI: 10.1137/140973529