no code implementations • 18 May 2022 • Lukas Köhs, Bastian Alt, Heinz Koeppl
Switching dynamical systems are an expressive model class for the analysis of time-series data.
no code implementations • NeurIPS 2021 • Lukas Köhs, Bastian Alt, Heinz Koeppl
Since many areas, such as biology or discrete-event systems, are naturally described in continuous time, we present a model based on an Markov jump process modulating a subordinated diffusion process.