Updating variational Bayes : fast sequential posterior inference
Nathaniel Tomasetti, Catherine S. Forbes and Anastasios Panagiotelis
| Year of publication: |
August 2020
|
|---|---|
| Authors: | Tomasetti, Nathaniel ; Forbes, Catherine Scipione ; Panagiotelis, Anastasios |
| Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
| Subject: | Importance Sampling | Forecasting | Clustering | Dirichlet Process Mixture | Variational Inference | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Induktive Statistik | Statistical inference | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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