MCMC for Bayesian Uncertainty Quantification from Time-Series Data.
Philip MaybankPatrick PeltzerUwe NaumannIngo BojakPublished in: ICCS (7) (2020)
Keyphrases
- posterior distribution
- markov chain monte carlo
- posterior probability
- decision theory
- bayesian inference
- dempster shafer
- bayesian networks
- uncertain data
- monte carlo
- conditional probabilities
- bayesian learning
- latent variables
- markov chain
- probability distribution
- data analysis
- bayesian estimation
- gaussian processes
- metropolis hastings algorithm
- neural network
- maximum likelihood
- data driven
- approximate inference
- temporal data
- particle filtering
- expected utility
- generative model
- bayesian model
- probabilistic model