3 papers
eess.SY2025
An Empirical Bayes approach to ARX Estimation
Timofei Leahu, Giorgio Picci
Empirical Bayes inference is based on estimation of the parameters of an a priori distribution from the observed data. The estimation technique of the parameters of the prior, call…
math-ph2025
On Irreversibility and Stochastic Systems; Part Two
Giorgio Picci
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the…
math.DS2025
On Irreversibility and Stochastic Systems: Part One
Giorgio Picci
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the…