Parallel session 1

2:00 PM - 2:20 PM JST(5:00 AM - 5:20 AM UTC)

[C06-1-02] (Online) Data-driven Estimation of Nonlinear Dynamical Systems by Replica Exchange Particle Markov Chain Monte Carlo Method

*Toshiaki Omori¹, Hiroaki Inoue¹, Koji Hukushima² (1. Kobe University (Japan), 2. The University of Tokyo (Japan))

On-demand video

Keywords:

Statistical machine learning,Nonlinear state space model,Data-driven method,Nonlinear dynamics,Sequential Monte Carlo method,Particle Markov chain Monte Carlo method,Replica exchange method