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Bayesian statistics and modelling
Nature Reviews Methods Primers, 2021Rens van de Schoot +2 more
exaly
Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
IEEE Transactions on Pattern Analysis and Machine Intelligence, 1984S. Geman, D. Geman
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WinBUGS - A Bayesian modelling framework: Concepts, structure, and extensibility
Statistics and computing, 2000David J. Lunn +3 more
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1986
In this paper Bayesian methods are applied to dynamical linear models \[ Y_ t=F_ t\theta_ t+v_ t,\quad \theta_ t=G_ t\theta_{t- 1}+w_ t, \] with normal distribution assumptions and dynamical generalized linear models with observations of the exponential family.
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In this paper Bayesian methods are applied to dynamical linear models \[ Y_ t=F_ t\theta_ t+v_ t,\quad \theta_ t=G_ t\theta_{t- 1}+w_ t, \] with normal distribution assumptions and dynamical generalized linear models with observations of the exponential family.
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Novel approach to nonlinear/non-Gaussian Bayesian state estimation
, 1993N. Gordon +2 more
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Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
, 1995P. Green
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On sequential Monte Carlo sampling methods for Bayesian filtering
Statistics and computing, 2000A. Doucet, S. Godsill, C. Andrieu
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