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贝叶斯动态建模

Bayesian dynamic modelling
课程网址: http://videolectures.net/isba2012_west_dynamic_modelling/  
主讲教师: Michael I. Jordan, Mike West
开课单位: 杜克大学
开课时间: 2012-08-22
课程语种: 英语
中文简介:
自20世纪70年代以来,贝叶斯时间序列模型和预测方法的应用代表了我们学科的主要成功案例。动态建模是一个非常广泛的领域,因此这个关于贝叶斯基金会的ISBA讲座将选择性地说明关键概念和一些核心模型背景,通过几个时间序列分析和各种应用领域的预测示例提取。该讲座随后链接并简要讨论了贝叶斯时间序列分析中令人兴奋和具有挑战性的领域的一系列近期发展。
课程简介: Since the 1970s, applications of Bayesian time series models and forecasting methods have represented major success stories for our discipline. Dynamic modelling is a very broad field, so this ISBA Lecture on Bayesian Foundations will rather selectively note key concepts and some core model contexts, leavened with extracts froma few time series analysis and forecasting examples from various application fields. The Lecture with then link into and briefly discuss a range of recent developments in exciting and challenging areas of Bayesian time series analysis.
关 键 词: 贝叶斯; 时间序列; 贝叶斯基金会
课程来源: 视频讲座网
最后编审: 2019-04-29:lxf
阅读次数: 104