High precision variational Bayesian inference of sparse linear networks

DOI10.1016/j.automatica.2020.109017zbMath1447.93061arXiv1901.00673OpenAlexW3024607720MaRDI QIDQ2188259

Ye Yuan, Junyang Jin, Jorge M. Gonçalves

Publication date: 10 June 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.00673

zbMATH Keywords

system identificationvariational inferencesparse networksnetwork inferencedynamical structure function

Mathematics Subject Classification ID

Bayesian inference (62F15) System identification (93B30) Linear systems in control theory (93C05) Systems biology, networks (92C42) Networked control (93B70)

Related Items (2)

Topology identification of sparse network: a stochastic variational Bayesian approach ⋮ Sparse estimation in linear dynamic networks using the stable spline horseshoe prior

Uses Software

• quadgk
• PRMLT
• quadva

Cites Work

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