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归一化核加权随机测度Normalized kernel-weighted random measures |
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| 课程网址: | http://videolectures.net/aispds08_griffin_nkwrm/ |
| 主讲教师: | Jim Griffin |
| 开课单位: | 肯特大学 |
| 开课时间: | 信息不详。欢迎您在右侧留言补充。 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | This talk discusses a wide class of probability measure-valued processes to be used as nonparametric priors for problems with time-varying, patially-varying or covariate-dependent distributions. They are constructed by normalizing correlated random measures, which are stationary and have a known marginal process. Dependence is modelled using kernels (a method that has become popular in spatial modelling). The ideas extend Griffin (2007), which used an exponential kernel in time series problems, to arbitrary kernel functions. Computational issues will be discussed and the ideas will be illustrated by examples in financial time series. |
| 关 键 词: | 归一化; 加权; 随机; 测度 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-10-30：cwx |
| 阅读次数: | 45 |