Spectral learning of Bernoulli linear dynamical systems models

• Published in: arXiv.org
• Main Authors: Stone, Iris R, Sagiv, Yotam, Park, Il Memming, Pillow, Jonathan W
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 26.07.2023
• Subjects: Algorithms; Decision analysis; Decision making; Dynamical systems; Hazard mitigation; Identification methods; Iterative methods; Learning; Stochastic processes

Latent linear dynamical systems with Bernoulli observations provide a powerful modeling framework for identifying the temporal dynamics underlying binary time series data, which arise in a variety of contexts such as binary decision-making and discrete stochastic processes (e.g., binned neural spike...