Bayesian estimation
Bayesian estimation
In the Bayesian estimation framework, the parameters we want to estimate are considered to be random and every prior information we may know about them is modeled as a probability distribution function referred as prior distribution. The collected data also have information about these parameters and are represented by the likelihood distribution. Bayesian estimation performs a trade-off between both sources of information by calculating a new probability distribution called posterior distribution which is the update of our prior distribution using the data (likelihood).
Related journal papers
(Submitted) Kévin Colin, Håkan Hjalmarsson, Véronique Chotteau. Data-driven Bayesian estimation of Monod kinetics. Submitted to Automatica, Open access on arXiv: https://arxiv.org/abs/2402.04727. 2024
Related conference papers
Kévin Colin, Håkan Hjalmarsson, Véronique Chotteau. Gaussian process modeling of macroscopic kinetics a better tailored kernel for Monod type kinetics. Presented at 10th international conference on Mathematical Modelling (MATHMOD), Vienna, Austria. Published on IFACPapersOnLine, vol. 55, issue 20, pp 397-402. 2022