Robust Autoregression: Student-t Innovations Using Variational Bayes.

Jacqueline Christmas Richard M. Everson

Published in: IEEE Trans. Signal Process. (2011)

Keyphrases

variational bayes
bayesian inference
learning environment
gaussian mixture model
hyperparameters
prior knowledge
latent variables
free energy
bayesian networks
higher order
markov chain
generative model
posterior distribution