Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes

DOI10.1137/16M1090466zbMath1383.62068arXiv1608.01455MaRDI QIDQ4602890

Majid K. Vakilzadeh, James L. Beck, Thomas Abrahamsson

Publication date: 7 February 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.01455

zbMATH Keywords

system identificationBayesian model selectionapproximate Bayesian computationsubset simulationbilinear and Masing hysteretic models

Mathematics Subject Classification ID

Related Items (1)

Sequential sparse Bayesian learning with applications to system identification for damage assessment and recursive reconstruction of image sequences

Uses Software

• ABC-SubSim

Cites Work

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