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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

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1 result for “BCD-prox”
A Block Coordinate Descent Proximal Method for Simultaneous Filtering and Parameter Estimationcs.LG

BCD-prox improves robustness and accuracy in filtering and parameter estimation.

problem Simultaneous filtering and parameter estimation of complex ODE models.
method Block coordinate descent proximal algorithm (BCD-prox) for ODE systems.
result BCD-prox outperforms state-of-the-art methods in robustness, accuracy, and training time.
BCD-proxODE filteringparameter estimationrobustnessaccuracy
2018-10-16abs ↗pdf ↗