2019
A Block Coordinate Descent Proximal Method for Simultaneous Filtering and Parameter Estimation
ICML 2019oral
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, paramete…