Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Bayesian statistics"
Now showing items 1-2 of 2
-
Hidden states, hidden structures: Bayesian learning in time series models
(University of CambridgeDepartment of Engineering, 2014-06-10)This thesis presents methods for the inference of system state and the learning of model structure for a number of hidden-state time series models, within a Bayesian probabilistic framework. Motivating examples are taken ...
-
Maximum likelihood parameter estimation in time series models using sequential Monte Carlo
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsStatistical LaboratoryDarwin College, 2013-06-11)Time series models are used to characterise uncertainty in many real-world dynamical phenomena. A time series model typically contains a static variable, called parameter, which parametrizes the joint law of the random ...