Bayesian Inference for Linear Dynamic Models with Dirichlet Process Mixtures

Caron F, Davy M, Doucet A, Duflos E, Vanheeghe P
1 January 2008
Journal article
Journal:
IEEE Transactions on Signal Processing
Volume:
56
Issue:
1
,
Institute of Electrical and Electronics Engineers (IEEE)
,
pp.
71 - 84
No abstract available
Keywords:

3802 Econometrics

,

38 Economics

,

40 Engineering

,

49 Mathematical Sciences

,

4905 Statistics

DOI
10.1109/tsp.2007.900167