A probabilistic scheme for joint parameter estimation and state
prediction in complex dynamical systems

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A probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systems

11 August 2017

Sara Pérez-Vieites

Joaquín Míguez

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Papers citing "A probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systems"

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An overview of differentiable particle filters for data-adaptive sequential Bayesian inference Xiongjie Chen Yunpeng Li 78 15 0 19 Feb 2023
Nested smoothing algorithms for inference and tracking of heterogeneous multi-scale state-space systems Sara Pérez-Vieites H. Molina-Bulla Joaquín Míguez 50 0 0 16 Apr 2022
Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space models Sara Pérez-Vieites Joaquín Míguez 65 10 0 23 Mar 2021
Bayesian equation selection on sparse data for discovery of stochastic dynamical systems Kushagra Gupta Dootika Vats Snigdhansu Chatterjee 46 3 0 12 Jan 2021
A Kalman particle filter for online parameter estimation with applications to affine models Jian He Asma Khedher Peter Spreij 48 6 0 21 May 2019