bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R.
Jouni HelskeMatti ViholaPublished in: R J. (2021)
Keyphrases
- bayesian inference
- probabilistic model
- state space
- variational inference
- hidden variables
- gibbs sampler
- particle filter
- statistical inference
- prior knowledge
- prior information
- model selection
- markov decision processes
- variational approximation
- probabilistic modeling
- bayesian model
- generative model
- autoregressive
- gaussian distribution
- search algorithm
- variational bayes
- bayesian models
- reinforcement learning
- hierarchical bayesian
- learning algorithm