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Signed-Perturbed Sums Estimation of ARX Systems: Exact Coverage and Strong Consistency (Extended Version)
Sign-Perturbed Sums (SPS) is a system identification method that constructs confidence regions for the unknown system parameters.
Estimation of Accurate and Calibrated Uncertainties in Deterministic models
We show that for doing so, one has to compromise between the accuracy and the reliability (calibration) of such a probabilistic model.
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