عنوان

Bayesian time series models /

شابک

0521196760

شابک

9780521196765

شماره

b427303

عنوان اصلي

Bayesian time series models /

نام عام مواد

[Book]

نام نخستين پديدآور

edited by David Barber, A. Taylan Cemgil, Silvia Chiappa

نام خاص و کميت اثر

xiii, 417 pages :

ساير جزييات

illustrations,

ابعاد

26 cm

متن يادداشت

Includes bibliographical references and index

متن يادداشت

Machine generated contents note: Contributors; Preface; 1. Inference and estimation in probabilistic time series models David Barber, A. Taylan Cemgil and Silvia Chiappa; Part I. Monte Carlo: 2. Adaptive Markov chain Monte Carlo: theory and methods Yves Atchade;, Gersende Fort, Eric Moulines and Pierre Priouret; 3. Auxiliary particle filtering: recent developments Nick Whiteley and Adam M. Johansen; 4. Monte Carlo probabilistic inference for diffusion processes: a methodological framework Omiros Papaspiliopoulos; Part II. Deterministic Approximations: 5. Two problems with variational expectation maximisation for time series models Richard Eric Turner and Maneesh Sahani; 6. Approximate inference for continuous-time Markov processes Ce;dric Archambeau and Manfred Opper; 7. Expectation propagation and generalised EP methods for inference in switching linear dynamical systems Onno Zoeter and Tom Heskes; 8. Approximate inference in switching linear dynamical systems using Gaussian mixtures David Barber; Part III. Change-Point Models: 9. Analysis of change-point models Idris A. Eckley, Paul Fearnhead and Rebecca Killick; Part IV. Multi-Object Models: 10. Approximate likelihood estimation of static parameters in multi-target models Sumeetpal S. Singh, Nick Whiteley and Simon J. Godsill; 11. Sequential inference for dynamically evolving groups of objects Sze Kim Pang, Simon J. Godsill, Jack Li, François Septier and Simon Hill; 12. Non-commutative harmonic analysis in multi-object tracking Risi Kondor; 13. Physiological monitoring with factorial switching linear dynamical systems John A. Quinn and Christopher K. I. Williams; Part V. Non-Parametric Models: 14. Markov chain Monte Carlo algorithms for Gaussian processes Michalis K. Titsias, Magnus Rattray and Neil D. Lawrence; 15. Non-parametric hidden Markov models Jurgen Van Gael and Zoubin Ghahramani; 16. Bayesian Gaussian process models for multi-sensor time series prediction Michael A. Osborne, Alex Rogers, Stephen J. Roberts, Sarvapali D. Ramchurn and Nick R. Jennings; Part VI. Agent Based Models: 17. Optimal control theory and the linear Bellman equation Hilbert J. Kappen; 18. Expectation-maximisation methods for solving (PO)MDPs and optimal control problems Marc Toussaint, Amos Storkey and Stefan Harmeling; Index

بدون عنوان

8

متن يادداشت

"Time series appear in a variety of disciplines, from finance to physics, computer science to biology. The origins of the subject and diverse applications in the engineering and physics literature at times obscure the commonalities in the underlying models and techniques. A central aim of this book is an attempt to make modern time series techniques accessible to a broad range of researchers, based on the unifying concept of probabilistic models. These techniques facilitate access to the modern time series literature, including financial time series prediction, video-tracking, music analysis, control and genetic sequence analysis. A particular feature of the book is that it brings together leading researchers that span the more traditional disciplines of statistics, control theory, engineering and signal processing,to the more recent area machine learning and pattern recognition"--

متن يادداشت

"'What's going to happen next?' Time series data hold the answers, and Bayesian methods represent the cutting edge in learning what they have to say. This ambitious book is the first unified treatment of the emerging knowledge-base in Bayesian time series techniques. Exploiting the unifying framework of probabilistic graphical models, the book covers approximation schemes, both Monte Carlo and deterministic, and introduces switching, multi-object, non-parametric and agent-based models in a variety of application environments. It demonstrates that the basic framework supports the rapid creation of models tailored to specific applications and gives insight into the computational complexity of their implementation. The authors span traditional disciplines such as statistics and engineering and the more recently established areas of machine learning and pattern recognition. Readers with a basic understanding of applied probability, but no experience with time series analysis, are guided from fundamental concepts to the state-of-the-art in research and practice"--

موضوع مستند نشده

Bayesian statistical decision theory

موضوع مستند نشده

Time-series analysis

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Barber, David,1968-

مستند نام اشخاص تاييد نشده

Cemgil, Ali Taylan

مستند نام اشخاص تاييد نشده

Chiappa, Silvia

تاريخ عمليات

20110903060455.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y