Variational Bayes for Non-Gaussian autoregressive models
We describe a Variational Bayesian (VB) learning algorithm for Non-Gaussian Autoregressive (AR) models. The noise is modelled as a Mixture of Gaussians rather than the usual single Gaussian. This allows different data points to be associated with different noise levels and effectively provides a rob...
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| Format: | Conference item |
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IEEE
2000
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