000 02289nam a22003377a 4500
001 sulb-eb0016378
003 BD-SySUS
005 20160405135335.0
008 101018s2011||||enk o ||1 0|eng|d
020 _a9780511984679 (ebook)
020 _z9780521196765 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
_dBD-SySUS
050 0 0 _aQA280
_b.B39 2011
082 0 0 _a519.5/5
_222
245 0 0 _aBayesian Time Series Models /
_cedited by David Barber, A. Taylan Cemgil, Silvia Chiappa.
264 1 _aCambridge :
_bCambridge University Press,
_c2011.
300 _a1 online resource (432 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
500 _aTitle from publisher's bibliographic system (viewed on 04 Apr 2016).
520 _a'What's going to happen next?' Time series data hold the answers, and Bayesian methods represent the cutting edge in learning what they have to say. This ambitious book is the first unified treatment of the emerging knowledge-base in Bayesian time series techniques. Exploiting the unifying framework of probabilistic graphical models, the book covers approximation schemes, both Monte Carlo and deterministic, and introduces switching, multi-object, non-parametric and agent-based models in a variety of application environments. It demonstrates that the basic framework supports the rapid creation of models tailored to specific applications and gives insight into the computational complexity of their implementation. The authors span traditional disciplines such as statistics and engineering and the more recently established areas of machine learning and pattern recognition. Readers with a basic understanding of applied probability, but no experience with time series analysis, are guided from fundamental concepts to the state-of-the-art in research and practice.
650 0 _aTime-series analysis
650 0 _aBayesian statistical decision theory
700 1 _aBarber, David,
_eeditor.
700 1 _aCemgil, A. Taylan,
_eeditor.
700 1 _aChiappa, Silvia,
_eeditor.
776 0 8 _iPrint version:
_z9780521196765
856 4 0 _uhttp://dx.doi.org/10.1017/CBO9780511984679
942 _2Dewey Decimal Classification
_ceBooks
999 _c37816
_d37816