Composable models for online Bayesian analysis of streaming data

DOI10.1007/s11222-017-9783-1zbMath1430.62270arXiv1609.00635OpenAlexW2964277272WikidataQ59613042 ScholiaQ59613042MaRDI QIDQ2329734

Jonathan Law, Darren J. Wilkinson

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.00635

zbMATH Keywords

Bayesian analysisMCMCparticle filteringdynamic modelsonline analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Statistical aspects of big data and data science (62R07)

Uses Software

• R
• WinBUGS
• Scala
• pomp
• PMTK
• LibBi
• Spark

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