Approximate Bayesian recursive estimation

DOI10.1016/J.INS.2014.01.048zbMATH Open1355.68228OpenAlexW2145284638MaRDI QIDQ508682FDOQ508682

Miroslav Kárný

Publication date: 7 February 2017

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2014.01.048

zbMATH Keywords

Kullback-Leibler divergenceforgettingapproximate parameter estimationBayesian recursive estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Measures of information, entropy (94A17)

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Cited In (5)

• Narrow big data in a stream: computational limitations and regression
• Title not available (Why is that?)
• Recursive estimation of high-order Markov chains: approximation by finite mixtures
• Fully probabilistic design of hierarchical Bayesian models
• On the Origins of Imperfection and Apparent Non-rationality

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