On Bayesian Inference for Continuous-Time Autoregressive Models without Likelihood.
Chunlin JiLigong Gary YangWanchuang ZhuYiqi LiuKe DengPublished in: FUSION (2018)
Keyphrases
- bayesian inference
- autoregressive model
- probabilistic model
- prior information
- autoregressive
- bayesian model
- variational inference
- maximum likelihood
- prior probabilities
- wavelet domain
- wavelet analysis
- markov chain
- variational bayes
- posterior probability
- particle filter
- state space
- expectation propagation
- feature space
- wavelet decomposition
- multiscale
- hierarchical bayesian