Skip to Main Content
Current Trends in Bayesian Methodology with Applications
book

Current Trends in Bayesian Methodology with Applications

by Satyanshu K. Upadhyay, Umesh Singh, Dipak K. Dey, Appaia Loganathan
May 2015
Intermediate to advanced content levelIntermediate to advanced
680 pages
22h 33m
English
Chapman and Hall/CRC
Content preview from Current Trends in Bayesian Methodology with Applications
6
Sequential Bayesian Inference for Dynamic
State Space Model Pa r ameters
Arnab B hattacharya
Heriot-Watt University
Simon Wilson
Trinity College
CONTENTS
6.1 Introduction . .. .. .. . . . .. . . .. . . . .. .. .. . .. . . .. . . . . . . . .. . . . . . .. .. . . . . 123
6.2 Principle . . . .. . . . . . . . .. . . . . . .. .. . . . . . .. . . .. . . . .. . . .. . . . .. .. . .. . . .. . 125
6.3 Predicting and Filtering Density Approximations . .. .. .. . . . .. . . . 126
6.3.1 Basic approximations . .. . . .. . . . . . .. .. . . . . . .. .. . . . . . .. . . .. 127
Extended KF . . . . . . . . .. . . .. . .. .. . . . . . .. . . .. . . . .. .. .. . . . .
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

Case Studies in Bayesian Statistical Modelling and Analysis

Case Studies in Bayesian Statistical Modelling and Analysis

Clair L. Alston, Kerrie L. Mengersen, Anthony N. Pettitt

Publisher Resources

ISBN: 9781482235128