Bayesian Inference in High-Dimensional Time-Serieswith the Orthogonal Stochastic Linear Mixing Model.

Rui Meng Kristofer E. Bouchard

Published in: CoRR (2021)

Keyphrases

bayesian inference
probabilistic model
high dimensional
prior information
bayesian model
hyperparameters
prior knowledge
simple linear
variational inference
data sets
energy function
factor graphs
variational bayes
expectation propagation