Bayesian inference for conditional copulas using Gaussian Process single index models.
Evgeny LeviRadu V. CraiuPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- bayesian inference
- gaussian process
- hyperparameters
- variational inference
- expectation propagation
- probabilistic model
- gaussian processes
- conditional distribution
- model selection
- bayesian framework
- covariance function
- gaussian process regression
- hidden variables
- prior information
- bayesian methods
- gaussian process models
- prior knowledge
- variational bayes
- latent variables
- posterior distribution
- regression model
- bayesian model
- prior distribution
- cross validation
- incomplete data
- support vector
- markov chain monte carlo
- particle filter
- data sets
- random fields
- semi supervised
- markov random field
- probabilistic graphical models
- dynamic bayesian networks
- parameter estimation
- approximate inference
- sample size
- density estimation