Black-Box Autoregressive Density Estimation for State-Space Models.

Tom Ryder Andrew Golightly A. Stephen McGough Dennis Prangle

Published in: CoRR (2018)

Keyphrases

autoregressive
black box
density estimation
state space
random fields
moving average
non stationary
black boxes
white box
probabilistic model
mixture model
gaussian mixture model
probability density function
statistical models
test cases
image compression
density estimators
object oriented
machine learning