How consistent is my model with the data? Information-Theoretic Model Check

7 Dec 2017Andreas SvenssonDave ZachariahThomas B. Schön

The choice of model class is fundamental in statistical learning and system identification, no matter whether the class is derived from physical principles or is a generic black-box. We develop a method to evaluate the specified model class by assessing its capability of reproducing data that is similar to the observed data record... (read more)

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