Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables.
Roberta ParoliLuigi SpeziaPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- bayesian inference
- state dependent
- markov chain
- hidden variables
- steady state
- probabilistic model
- stationary distribution
- prior information
- optimal policy
- hyperparameters
- queueing networks
- single server
- mixture model
- queue length
- markov networks
- arrival rate
- markov model
- hierarchical bayesian
- directed acyclic graph
- particle filter
- state space
- asymptotically optimal
- prior distribution
- conditional probabilities
- expectation maximization
- random variables
- probability distribution
- prior knowledge
- expectation propagation
- reinforcement learning