Parameter continuity in time-varying Gauss–Markov models for learning from small training data sets

Author:

Ron Martin,Burget Pavel,Hlaváč Václav

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software

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4. M. Balandat, B. Karrer, D. Jiang, S. Daulton, B. Letham, A.G. Wilson, E. Bakshy, Botorch: A framework for efficient monte-carlo bayesian optimization. In H. Larochelle, M. Ranzato, R. Hadsell, M.F. Balcan, H. Lin (Eds.), Advances in Neural Information Processing Systems (pp. 21524–21538). Curran Associates, Inc. vol. 33, 2020.https://proceedings.neurips.cc/paper/2020/file/f5b1b89d98b7286673128a5fb112cb9a-Paper.pdf.

5. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains;Baum;Ann. Math. Stat.,1970

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