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

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

11 August 2017

Sara Pérez-Vieites

Joaquín Míguez

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

6 / 6 papers shown

Title
Nudging state-space models for Bayesian filtering under misspecified dynamics Fabian Gonzalez O. Deniz Akyildiz Dan Crisan Joaquín Míguez 44 0 0 31 Oct 2024
An overview of differentiable particle filters for data-adaptive sequential Bayesian inference Xiongjie Chen Yunpeng Li 33 14 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 19 0 0 16 Apr 2022
Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space models Sara Pérez-Vieites Joaquín Míguez 11 9 0 23 Mar 2021
Bayesian equation selection on sparse data for discovery of stochastic dynamical systems Kushagra Gupta Dootika Vats Snigdhansu Chatterjee 27 3 0 12 Jan 2021
A Kalman particle filter for online parameter estimation with applications to affine models Jian He Asma Khedher Peter Spreij 16 6 0 21 May 2019