Optimized expected information gain for nonlinear dynamical systems

@inproceedings{Busetto2009OptimizedEI,
  title={Optimized expected information gain for nonlinear dynamical systems},
  author={Alberto Giovanni Busetto and Cheng Soon Ong and Joachim M. Buhmann},
  booktitle={ICML},
  year={2009}
}
This paper addresses the problem of active model selection for nonlinear dynamical systems. We propose a novel learning approach that selects the most informative subset of time-dependent variables for the purpose of Bayesian model inference. The model selection criterion maximizes the expected Kullback-Leibler divergence between the prior and the posterior probabilities over the models. The proposed strategy generalizes the standard D-optimal design, which is obtained from a uniform prior with… CONTINUE READING
10 Citations
1 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 10 extracted citations

References

Publications referenced by this paper.

Similar Papers

Loading similar papers…