Sequential Bayesian inference for static parameters in dynamic state space models.
Arnab BhattacharyaSimon P. WilsonPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- bayesian inference
- probabilistic model
- state space
- prior distribution
- hyperparameters
- variational inference
- statistical inference
- gibbs sampler
- probabilistic modeling
- bayesian models
- hidden variables
- prior information
- parameter estimation
- model selection
- expectation maximization
- learning algorithm
- particle filter
- markov chain
- parameter settings
- bayesian model
- statistical models
- reinforcement learning