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Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo.

Pete BunchJames K. MurphySimon J. Godsill
Published in: IEEE Trans. Signal Process. (2016)
Keyphrases
  • bayesian learning
  • model selection
  • linear gaussian
  • state space
  • bayesian framework
  • bayesian networks
  • posterior distribution
  • machine learning
  • parameter estimation