The behaviour of many processes in science and engineering can be accurately described by dynamical system models consisting of a set of ordinary differential equations (ODEs). Often these models have
Latent autoregressive processes are a popular choice to model time varying parameters. These models can be formulated as nonlinear state space models for which inference is not straightforward due to
The behaviour of many processes in science and engineering can be accurately described by dynamical system models consisting of a set of ordinary differential equations (ODEs). Often these models have