Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Statistics"
Now showing items 11 of 1

Hidden states, hidden structures: Bayesian learning in time series models
(University of CambridgeDepartment of Engineering, 20140610)This thesis presents methods for the inference of system state and the learning of model structure for a number of hiddenstate time series models, within a Bayesian probabilistic framework. Motivating examples are taken ...