A Bayesian nonparametric study of a dynamic nonlinear model

DOI10.1016/J.CSDA.2009.05.009zbMath1453.62106OpenAlexW2045430589MaRDI QIDQ961884

Theodoros Nicoleris, Spyridon J. Hatjispyros, Stephen G. Walker

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.05.009

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (5)

Inference for differential equation models using relaxation via dynamical systems ⋮ A Bayesian nonparametric approach to dynamical noise reduction ⋮ System identification using autoregressive Bayesian neural networks with nonparametric noise models ⋮ Dependent mixtures of Dirichlet processes ⋮ A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Slice sampling mixture models
• On a class of Bayesian nonparametric estimates: I. Density estimates
• A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
• Chaos, fractals, and noise: Stochastic aspects of dynamics.
• Regular and stochastic motion
• On the nature of turbulence
• A Bayesian analysis of some nonparametric problems
• Sampling the Dirichlet Mixture Model with Slices
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Complex Dynamics, Market Mediation and Stock Price Behavior

This page was built for publication: A Bayesian nonparametric study of a dynamic nonlinear model