Exact posterior computation in non-conjugate Gaussian location-scale parameters models.
J. A. A. AndradePushpa N. RathiePublished in: Commun. Nonlinear Sci. Numer. Simul. (2017)
Keyphrases
- maximum likelihood
- probabilistic model
- statistical models
- parameter estimation
- autoregressive
- parametric models
- gaussian model
- complex systems
- experimental data
- sensitivity analysis
- decision trees
- probability distribution
- generalized gaussian
- analytical models
- free parameters
- mixture distributions
- normal distribution
- bayesian framework
- expectation maximization
- least squares
- support vector