A Bayesian nonparametric study of a dynamic nonlinear model

DOI10.1016/J.CSDA.2009.05.009MaRDI QIDQ961884zbMATH OpenOpenAlexFDO

Authors Spyridon J. Hatjispyros, Theodoros Nicoleris, Stephen G. Walker

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.05.009

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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• Slice sampling mixture models
• Some further developments for stick-breaking priors: finite and infinite clustering and classifica\-tion

Cited in

(19)

• System identification using autoregressive Bayesian neural networks with nonparametric noise models
• Bayesian model selection using automatic relevance determination for nonlinear dynamical systems
• scientific article; zbMATH DE number 1228879 (Why is no real title available?)
• Bayesian inference in nonparametric dynamic state-space models
• Bayesian nonparametric modeling using mixtures of triangular distributions
• A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems
• Bayesian nonparametric dynamic state space modeling with circular latent states
• Inference for differential equation models using relaxation via dynamical systems
• The application of the NTM method in nonlinear Bayesian dynamic models
• Nonparametric Bayes dynamic modelling of relational data
• Dependent mixtures of Dirichlet processes
• A Bayesian nonparametric approach to modeling market share dynamics
• A Bayesian Approach for Nonlinear Regression Models with Continuous Errors
• A new Bayesian nonparametric mixture model
• Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem
• Bayesian estimation procedure in multiprocess non-linear dynamic generalized model
• A Bayesian nonparametric approach to dynamical noise reduction
• Bayesian estimation of semiparametric nonlinear dynamic factor analysis models using the Dirichlet process prior
• Flexible Bayesian nonlinear model configuration

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