458 search results - page 34 / 92 » Bayesian estimation of the Gaussian mixture GARCH model |
ICASSP
2011
IEEE
13 years 6 days ago
2011
IEEE
The Dirichlet Process Mixture (DPM) models represent an attractive approach to modeling latent distributions parametrically. In DPM models the Dirichlet process (DP) is applied es...
JMLR
2010
13 years 3 months ago
2010
Bayesian principal component analysis (BPCA), a probabilistic reformulation of PCA with Bayesian model selection, is a systematic approach to determining the number of essential p...
ECSQARU
2005
Springer
14 years 2 months ago
2005
Springer
In a Bayesian network with continuous variables containing a variable(s) that is a conditionally deterministic function of its continuous parents, the joint density function for t...
ICASSP
2011
IEEE
13 years 6 days ago
2011
IEEE
Bayesian recursive inference of phase in additive Gaussian noise environments is studied. A tractable conjugate system is established using a von Mises distribution. Its shaping p...
JMLR
2010
13 years 3 months ago
2010
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLMs), a new method of nonparametric regression that accommodates continuous and categorical inputs, models ...