Markov chain Monte Carlo in conditionally Gaussian state space models (Q3837366): Difference between revisions
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Revision as of 12:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov chain Monte Carlo in conditionally Gaussian state space models |
scientific article |
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Markov chain Monte Carlo in conditionally Gaussian state space models (English)
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8 December 1996
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Kalman filter
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outlier
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Bayesian analysis
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state space model
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finite mixtures of normals
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Markov chain Monte Carlo
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Gibbs sampler
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robust nonparametric regression
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time series change point problem
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