Two problems with variational expectation maximisation for time series models

Bayesian Time Series Models

Volumn 9780521196765, Issue , 2011, Pages 104-124

  Turner, Richard Eric ^a   Sahani, Maneesh ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EDUCATION; EQUIVALENCE CLASSES; MARKOV PROCESSES; MAXIMUM LIKELIHOOD; MONTE CARLO METHODS; OPTIMIZATION; STATE SPACE METHODS; TIME SERIES;

DISTRIBUTIONAL INFORMATION; EXPECTATION-MAXIMISATION; LATENT VARIABLE MODELS; MARKOV CHAIN MONTE CARLO METHOD; MAXIMUM A POSTERIORI METHODS; TIME-SERIES MODELLING; VARIATIONAL APPROACHES; VARIATIONAL APPROXIMATION;

HIDDEN MARKOV MODELS;

EID: 84923421297     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511984679.006     Document Type: Chapter

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