Bayesian inference for dynamic models with dirichlet process mixtures
Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. We address here the case where the noise probability density functions are of unknown functional form. A flexible Bayesian nonparametric noise model based on mixture of Dirichlet processes is...
| Main Authors: | , , , , , |
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| Format: | Conference item |
| Published: |
2006
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