29 citations · 31 across the 6 of their papers we have counts for
3 papers · 1 filter
System identification using Bayesian neural networks with nonparametric noise models
Christos Merkatas, Simo Särkkä
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where…
Joint reconstruction and prediction of random dynamical systems under borrowing of strength
Spyridon J. Hatjispyros, Christos Merkatas
We propose a Bayesian nonparametric model based on Markov Chain Monte Carlo (MCMC) methods for the joint reconstruction and prediction of discrete time stochastic dynamical systems…
Dependent Mixtures of Geometric Weights Priors
Spyridon J. Hatjispyros, Christos Merkatas, Theodoros Nicoleris +1
A new approach on the joint estimation of partially exchangeable observations is presented by constructing pairwise dependence between random density functions, each of which i…