Posterior mean and variance approximation for regression and time series problems (Q3396471)
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scientific article
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| English | 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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0.7626538276672363
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