Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods.
Ajay JasraNikolas KantasElena EhrlichPublished in: ACM Trans. Model. Comput. Simul. (2014)
Keyphrases
- approximate inference
- graphical models
- parameter estimation
- exact inference
- variational methods
- dynamic bayesian networks
- probabilistic model
- probabilistic inference
- belief propagation
- structured prediction
- factor graphs
- gaussian process
- variational approximation
- message passing
- markov chain monte carlo
- conditional random fields
- random variables
- latent variables
- linear gaussian
- loopy belief propagation
- bayesian framework
- maximum likelihood
- computer vision
- generative model