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Confidence intervals based on the deviance statistic for the hyperparameters in state space models.
Thiago R. Santos
Glaura C. Franco
T. B. Ceccotti
Published in:
Commun. Stat. Simul. Comput. (2019)
Keyphrases
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confidence intervals
state space
hyperparameters
model selection
sample size
probabilistic model
prior information
bayesian framework
incomplete data
reinforcement learning
cross validation
gaussian processes
higher order
regression model