Sparse deep Gaussian process approximation and application of dynamic system identification

MaRDI QIDQ5855573zbMATH OpenFDO

Authors Roman Föll

Publication date 18 March 2021

zbMATH Keywords

dynamic system identificationGaussian process approximationsparse Nyström approximationvariational Bayesian distribution techniques

Mathematics Subject Classification ID

Dynamical systems in numerical analysis (37N30) Gaussian processes (60G15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Computational methods for problems pertaining to statistics (62-08) Stochastic approximation (62L20) Artificial neural networks and deep learning (68T07)

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Cited in

(2)

• Sparse Bayesian Nonlinear System Identification Using Variational Inference
• Deep subspace encoders for nonlinear system identification

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