Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures.
Francois CaronManuel DavyArnaud DoucetEmmanuel DuflosPhilippe VanheeghePublished in: IEEE Trans. Signal Process. (2008)
Keyphrases
- bayesian inference
- dynamic model
- dirichlet process
- variational inference
- bayesian model
- dirichlet processes
- mixture model
- probabilistic model
- markov chain monte carlo
- hyperparameters
- gaussian processes
- prior information
- experimental data
- posterior distribution
- multi task learning
- gaussian process
- markov networks
- language model
- particle filter
- closed form
- variational bayes
- prior distribution
- density estimation
- expectation maximization
- hidden variables
- generative model
- gaussian mixture model
- machine learning