A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems
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Publication:5254793
DOI10.1137/140973529zbMath1461.65133arXiv1406.6603OpenAlexW209789590MaRDI QIDQ5254793
Silvia Bonettini, Alessandro Chiuso, Marco Prato
Publication date: 10 June 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6603
system identificationregularizationoptimization methodsempirical Bayes methodmarginal likelihood maximization
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) System identification (93B30)
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Uses Software
Cites Work
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