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            Time Series

            Jun 11, 2019

            Speakers

            AS

            Alex Smola

            Speaker · 1 follower

            AG

            Alexander Greaves-Tunnell

            Speaker · 0 followers

            AR

            Alexander Rivkind

            Speaker · 0 followers

            About

            A Block Coordinate Descent Proximal Method for Simultaneous Filtering and Parameter Estimation We propose and analyze a block coordinate descent proximal algorithm (BCD-prox) for simultaneous filtering and parameter estimation of ODE models. As we show on ODE systems with up to d=40 dimensions, as compared to state-of-the-art methods, BCD-prox exhibits increased robustness (to noise, parameter initialization, and hyperparameters), decreased training times, and improved accuracy of both filtered…

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            ICML 2019

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            AI & Data Science

            Category · 10.8k presentations

            About ICML 2019

            The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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