Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures

DOI10.1109/TSP.2007.900167zbMath1391.62144arXivmath/0702225OpenAlexW2099514122MaRDI QIDQ4567605

Arnaud Doucet, Manuel Davy, François Caron, Philippe Vanheeghe, Emmanuel Duflos

Publication date: 27 June 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702225

Mathematics Subject Classification ID

Density estimation (62G07) Generalized linear models (logistic models) (62J12) Filtering in stochastic control theory (93E11) Foundations and philosophical topics in statistics (62A01)

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