Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models.
Tatjana LemkeSimon J. GodsillPublished in: ICASSP (2012)
Keyphrases
- monte carlo
- linear gaussian
- markov chain monte carlo
- monte carlo simulation
- bayesian networks
- monte carlo methods
- markov chain
- bayesian inference
- importance sampling
- probabilistic model
- point processes
- particle filter
- approximate inference
- continuous variables
- machine learning
- parameter estimation
- random variables
- dynamic systems
- maximum likelihood
- dynamic bayesian networks