Bayesian sequential inference for nonlinear multivariate diffusions.
Andrew GolightlyDarren J. WilkinsonPublished in: Stat. Comput. (2006)
Keyphrases
- bayesian networks
- bayesian inference
- diffusion processes
- nonlinear manifold learning
- sequential data
- bayesian model
- bayesian models
- maximum likelihood
- inference process
- probabilistic inference
- markov chain monte carlo
- posterior distribution
- decision theory
- multivariate data
- variational inference
- regression model
- statistical tests
- bayesian learning
- statistical inference
- anisotropic diffusion
- vector valued
- em algorithm
- belief nets
- particle filter
- electric load