Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Zhiguang Xu Steven MacEachern Xinyi Xu

Published in: IEEE Trans. Pattern Anal. Mach. Intell. (2015)

Keyphrases

bayesian model
dirichlet process mixture models
non stationary
bayesian inference
dirichlet process
bayesian framework
bayesian models
posterior distribution
machine learning
feature selection
training data
closed form