Learning in the Absence of Training Data -- a Galactic Application
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There are multiple real-world problems in which training data is unavailable, and still, the ambition is to learn values of the system parameters, at which test data on an observable is realised, subsequent to the learning of the functional relationship between these variables. We present a novel Bayesian method to deal with such a problem, in which we learn a system function of a stationary dynamical system, for which only test data on a vector-valued observable is available, and training data is unavailable. This exercise borrows heavily from the state space probability density function (pdf), that we also learn. As there is no training data available for either sought function, we cannot learn its correlation structure, and instead, perform inference (using Metropolis-within-Gibbs), on the discretised form of the sought system function and of the pdf, where this pdf is constructed such that the unknown system parameters are embedded within its support. Likelihood of the unknowns given the available data, is defined in terms of such a pdf. We make an application to the learning of the density of all gravitational matter in a real galaxy.
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