Sequential inference for factorial changepoint models

NSSPW - Nonlinear Statistical Signal Processing Workshop 2006

Volumn , Issue , 2006, Pages 203-206

  Cemgil, A Taylan ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

KALMAN FILTERS; LINEAR SYSTEMS; MONTE CARLO METHODS; POLYNOMIAL APPROXIMATION;

CHANGE-POINT MODELS; FACTORIAL MODELS; KALMAN-FILTERING; PROPAGATION ALGORITHM; PROPOSAL DISTRIBUTION; SEQUENTIAL MONTE CARLO ALGORITHMS; SWITCH CONFIGURATION; UNFOLDING PROCESS;

INFORMATION FILTERING;

EID: 48049101919     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NSSPW.2006.4378855     Document Type: Conference Paper

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