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33 external citations · OpenAlex

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Canonical Bayesian Linear System Identification

stat.ML · 2025-07-15 · conditional · novelty 6.0

Bayesian inference for LTI systems in canonical state-space forms resolves parameter non-identifiability, yields well-behaved posteriors, and restores Bernstein-von Mises asymptotics.

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  • Canonical Bayesian Linear System Identification stat.ML · 2025-07-15 · conditional · none · ref 8

    Bayesian inference for LTI systems in canonical state-space forms resolves parameter non-identifiability, yields well-behaved posteriors, and restores Bernstein-von Mises asymptotics.