Bayesian time series regression with nonparametric modeling of autocorrelation.

Tanujit Dey Kun Ho Kim Chae Young Lim

Published in: Comput. Stat. (2018)

Keyphrases

multi variate
data driven
nonparametric regression
non stationary
gaussian processes
sparse bayesian learning
higher order
regression model
model selection
hierarchical bayesian
bayesian modeling
hidden markov models
semi supervised
bayesian learning
bayesian approaches