Bayesian MCMC nonlinear time series prediction.
Yohei NakadaTakayuki KuriharaTakashi MatsumotoPublished in: ICASSP (2001)
Keyphrases
- bayesian model
- posterior distribution
- bayesian inference
- markov chain monte carlo
- probability distribution
- latent variables
- bayesian framework
- posterior probability
- bayesian learning
- parameter estimation
- hyperparameters
- non stationary
- function approximation
- generative model
- artificial neural networks
- neural network model
- ls svm
- approximate inference
- prediction model
- support vector
- expectation propagation
- echo state networks
- nonlinear functions
- recurrent neural networks
- neural network
- bayesian networks
- neuro fuzzy
- markov chain
- prior knowledge
- moving average
- image segmentation