Learning and approximate inference in dynamic hierarchical models

Computational Statistics and Data Analysis

Volumn 52, Issue 2, 2007, Pages 821-839

  Bakker, Bart ^a   Heskes, Tom ^b  

^a Radboud University Nijmegen ^*  (Netherlands)

^b RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

Author keywords

Dynamic linear model; Expectation propagation; Maximum likelihood estimation; Time series; Variational approximation

Indexed keywords

APPROXIMATION THEORY; LEARNING ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATION; TIME SERIES ANALYSIS;

DYNAMIC LINEAR MODEL; EXPECTATION PROPAGATION; VARIATIONAL APPROXIMATION;

DYNAMIC MODELS;

EID: 35248866961     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.01.001     Document Type: Article

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