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stat.ML2026
Dynestyx: A Probabilistic Programming Library for Dynamical Systems
Daniel Waxman, Dmitry Batenkov, John Feser +4
State-space models (SSMs) are the standard formalism for Bayesian treatment of dynamical systems, with natural applications in statistics, signal processing, and machine learning.…
stat.ML2025
Canonical Bayesian Linear System Identification
Andrey Bryutkin, Matthew E. Levine, Iñigo Urteaga +1
Standard Bayesian approaches for linear time-invariant (LTI) system identification are hindered by parameter non-identifiability; the resulting complex, multi-modal posteriors make…