Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Statistical inference"

Now showing items 1-1 of 1

  • Hidden states, hidden structures: Bayesian learning in time series models 

    Murphy, James Kevin (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 ...