Variational Bayes in State Space Models: Inferential and Predictive Accuracy.

David T. Frazier Ruben Loaiza-Maya Gael M. Martin

Published in: J. Comput. Graph. Stat. (2023)

Keyphrases

predictive accuracy
state space
machine learning algorithms
prediction accuracy
variational bayes
decision trees
probabilistic model
exponential family
prior knowledge
neural network
graphical models
model selection
mixture model
parameter estimation
high dimensional
classification rules
rule sets
association rules