Bayesian Delay Embeddings for Dynamical Systems
Selecting a suitable embedding space is a key issue in modelling nonlinear dynamics. In classical phase-space reconstruction, which relies on time-delay vectors, the embedding space is highly dependent on two discrete parameters (for the univariate case), the values of which greatly affect model per...
Main Authors: | Dhir, N, Kosiorek, A, Posner, H |
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Format: | Conference item |
Published: |
Conference on Neural Information Processing Systems
2017
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