We propose and test improvements to state-of-the-art techniques of Bayeasian statistical inference based on pseudolikelihood maximization with $\ell_1$ regularization and with decimation. In particular, we present a method to determine the best value of the regularizer parameter starting from a hypothesis testing technique. Concerning the decimation, we also analyze the worst case scenario in which there is no sharp peak in the tilded-pseudolikelihood function, firstly defined as a criterion to stop the decimation. Techniques are applied to noisy systems with non-linear dynamics, mapped onto multi-variable interacting Hamiltonian effective models for waves and phasors. Results are analyzed varying the number of available samples an...
We analyze non-linear, non-Gaussian temporal chain models (dynamical systems) having continuous hidd...
We describe a technique for computing approximate maximum pseudolikelihood estimates of the paramete...
The robustness of online Bayesian Identification algorithms has been illustrated for a wide range of...
40 pages, 24 figuresWe propose and test improvements to state-of-the-art techniques of Bayesian stat...
We implement a pseudolikelihood approach with l1 and l2 regularizations as well as the recently intr...
In this Letter we propose a new method to infer the topology of the interaction network in pairwise ...
The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., pha...
VK: coinRecently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to...
It is well known that randomness can be used as an effective tool to turn a priori ill-posed problem...
We consider a class of models describing an ensemble of identical interacting agents subject to mult...
The determination of the hidden states of coupled nonlinear systems is frustrated by the presence of...
We consider the identification of large-scale linear and stable dynamic systems whose outputs may be...
The problem of model state and parameter estimation is a significant challenge in nonlinear systems....
The robustness of online Bayesian Identification algorithms has been illustrated for a wide range of...
Finite-sample system identification (FSID) methods infer properties of stochastic dynamical systems ...
We analyze non-linear, non-Gaussian temporal chain models (dynamical systems) having continuous hidd...
We describe a technique for computing approximate maximum pseudolikelihood estimates of the paramete...
The robustness of online Bayesian Identification algorithms has been illustrated for a wide range of...
40 pages, 24 figuresWe propose and test improvements to state-of-the-art techniques of Bayesian stat...
We implement a pseudolikelihood approach with l1 and l2 regularizations as well as the recently intr...
In this Letter we propose a new method to infer the topology of the interaction network in pairwise ...
The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., pha...
VK: coinRecently, a maximum pseudolikelihood (MPL) inference method has been successfully applied to...
It is well known that randomness can be used as an effective tool to turn a priori ill-posed problem...
We consider a class of models describing an ensemble of identical interacting agents subject to mult...
The determination of the hidden states of coupled nonlinear systems is frustrated by the presence of...
We consider the identification of large-scale linear and stable dynamic systems whose outputs may be...
The problem of model state and parameter estimation is a significant challenge in nonlinear systems....
The robustness of online Bayesian Identification algorithms has been illustrated for a wide range of...
Finite-sample system identification (FSID) methods infer properties of stochastic dynamical systems ...
We analyze non-linear, non-Gaussian temporal chain models (dynamical systems) having continuous hidd...
We describe a technique for computing approximate maximum pseudolikelihood estimates of the paramete...
The robustness of online Bayesian Identification algorithms has been illustrated for a wide range of...