DATA AUGMENTATION AND DYNAMIC LINEAR MODELS (Q4299018)
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scientific article; zbMATH DE number 598005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DATA AUGMENTATION AND DYNAMIC LINEAR MODELS |
scientific article; zbMATH DE number 598005 |
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DATA AUGMENTATION AND DYNAMIC LINEAR MODELS (English)
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29 June 1995
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approximate Bayesian analysis
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Kalman filtering
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state space models
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d- inverse-gamma models
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dynamic linear models
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hyperparameter
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state vector
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data augmentation algorithm
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forward-filtering-backward-sampling algorithm
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Gibbs sampling
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