Bayesian Time Series Models (English, David Barber | A. Taylan Cemgil | Silvia Chiappa)
by David Barber | A. Taylan Cemgil | Silvia Chiappa
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About the Book
'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,…
ISBN: 9780521196765
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