A Scaled Gradient Projection Method for Bayesian Learning in Dynamical Systems
From MaRDI portal
Publication:5254793
DOI10.1137/140973529zbMath1461.65133arXiv1406.6603MaRDI 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 identification; regularization; optimization methods; empirical Bayes method; marginal likelihood maximization
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C30: Nonlinear programming
93B30: System identification
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