Annealed MCMC for Bayesian learning of linear Gaussian state space models with changepoints.

Pete Bunch James K. Murphy Simon J. Godsill

Published in: FUSION (2016)

Keyphrases

bayesian learning
state space
posterior distribution
linear gaussian
model selection
markov chain monte carlo
particle filter
monte carlo
particle filtering
dynamical systems
probability distribution
probabilistic model
image segmentation
generative model
data association
discrete variables
bayesian networks