Posterior mean and variance approximation for regression and time series problems (Q3396471)

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Posterior mean and variance approximation for regression and time series problems
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    Posterior mean and variance approximation for regression and time series problems (English)
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    18 September 2009
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    Bayesian inference
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    conditional independence
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    regression
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    time series
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    Bayes linear methods
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    state space models
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    dynamic linear models
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    Kalman filter
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    Bayesian forecasting
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