A tutorial on variational Bayes for latent linear stochastic time-series models

DOI10.1016/j.jmp.2014.04.003zbMath1304.62116OpenAlexW1990223947MaRDI QIDQ2513823

Felix Blankenburg, Dirk Ostwald, Evgeniya Kirilina, Ludger Starke

Publication date: 29 January 2015

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2014.04.003

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Memory and learning in psychology (91E40) Measurement and performance in psychology (91E45)

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Uses Software

• astsa
• PMTK
• PRMLT

Cites Work

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