Bayesian inference for linear dynamic models with Dirichlet process mixtures

IEEE Transactions on Signal Processing

Volumn 56, Issue 1, 2008, Pages 71-84

  Caron, François ^a   Davy, Manuel ^b,c   Doucet, Arnaud ^a   Duflos, Emmanuel ^b,c   Vanheeghe, Philippe ^b,c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b ECOLE CENTRALE DE LILLE   (France)

^c INRIA   (France)

Author keywords

Bayesian nonparametrics; Dirichlet process mixture (DPM); Markov chain Monte Carlo (MCMC); Particle filter; Rao Blackwellization

Indexed keywords

BAYESIAN NETWORKS; DECONVOLUTION; KALMAN FILTERS; MARKOV PROCESSES; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; STATE SPACE METHODS;

BAYESIAN NONPARAMETRICS; DIRICHLET PROCESS MIXTURE; PARTICLE FILTER; RAO-BLACKWELLIZATION;

DATA PROCESSING;

EID: 37749002665     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.900167     Document Type: Article

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