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Efficient Bayesian estimation of multivariate state space models.
Chris M. Strickland
Ian W. Turner
Robert Denham
Kerrie L. Mengersen
Published in:
Comput. Stat. Data Anal. (2009)
Keyphrases
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bayesian estimation
state space
reinforcement learning
prior knowledge
bayesian framework
random fields
probabilistic model
parameter estimation
hidden variables