Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Block Coordinate Descent Proximal Method for Simultaneous Filtering
  and Parameter Estimation   We propose and analyze a block coordinate descent proximal algorithm
(BCD-prox) for simultaneous filtering and parameter estimation of ODE models.
As we show on ODE systems with up to d=40 dimensions, as compared to
state-of-the-art methods, BCD-prox exhibits increased robustness (to noise,
parameter initialization, and hyperparameters), decreased training times, and
improved accuracy of both filtered states and estimated parameters. We show how
BCD-prox can be used with multistep numerical discretizations, and we establish
convergence of BCD-prox under hypotheses that include real systems of interest.

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The categories of this paper are: acc-phys
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat
5
The categories of this paper are: gr-qc
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The categories of this paper are: cond-mat
36
The categories of this paper are: cmp-lg
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The categories of this paper are: q-alg
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The categories of this paper are: plasm-ph
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The categories of this paper are: funct-an
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The categories of this paper are: physics
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The categories of this paper are: quant-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: supr-con
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The categories of this paper are: nucl-ex
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The categories of this paper are: mtrl-th
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The categories of this paper are: math-ph