Bayesian parameter inference for partially observed stochastic volterra equations.
Ajay JasraHamza M. RuzayqatAmin WuPublished in: Stat. Comput. (2024)
Keyphrases
- partially observed
- bayesian inference
- bayesian networks
- bayesian model
- mathematical model
- probabilistic inference
- bayesian learning
- tree grammars
- boltzmann machines
- bayesian models
- inference process
- posterior distribution
- least squares
- image enhancement
- variational inference
- sum product
- maximum likelihood
- higher order statistics
- linear equations
- statistical inference
- posterior probability
- image processing
- monte carlo
- markov chain monte carlo
- bayesian model selection
- dynamic bayesian networks
- linear filters
- parameter values
- dirichlet process
- numerical solution
- em algorithm
- markov chain
- stochastic simulation
- monte carlo sampling
- finite state transducers