Estimation of the Covariance Matrix in Hierarchical Bayesian Spatio-Temporal Modeling via Dimension Expansion.

Bin Sun Yuehua Wu

Published in: Entropy (2022)

Keyphrases

covariance matrix
hierarchical bayesian
covariance matrices
principal component analysis
sample size
variational inference
objective function
probabilistic model
bayesian inference
maximum likelihood estimation
correlation matrix
data mining
image sequences
moving objects
parameter estimation
cross validation