Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time.
Iñigo UrteagaMónica F. BugalloPetar M. DjuricPublished in: EURASIP J. Adv. Signal Process. (2017)
Keyphrases
- sequential monte carlo
- moving average
- arma model
- particle filter
- visual tracking
- autoregressive
- autoregressive moving average
- bayesian networks
- inference process
- importance sampling
- posterior distribution
- bayesian inference
- probabilistic inference
- markov chain monte carlo
- belief networks
- latent variables
- random fields
- non stationary
- state space
- video sequences
- machine learning