Learning and approximate inference in dynamic hierarchical models
From MaRDI portal
Publication:1020885
DOI10.1016/j.csda.2007.01.001zbMath1452.62615MaRDI QIDQ1020885
Publication date: 2 June 2009
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2066/34584
maximum likelihood estimation; time series; dynamic linear model; variational approximation; expectation propagation
62-08: Computational methods for problems pertaining to statistics
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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