Example of Applied Analysis in General State-Space Model

Author:

Hagiwara Junichiro

Publisher

Springer Singapore

Reference18 articles.

1. Adams, R.P., MacKay, D.J.C.: Bayesian online changepoint detection (2007)

2. Bishop, C.M.: Pattern Recognition and Machine Learning. Springer, Berlin (2006)

3. Boehmke, B., Gutierrez, R.: anomalyDetection: Implementation of Augmented Network Log Anomaly Detection Procedures (2017). https://CRAN.R-project.org/package=anomalyDetection. R package version 0.1.1

4. Carvalho, C.M., Johannes, M.S., Lopes, H.F., Polson, N.G.: Particle learning and smoothing. Stat. Sci. 25(1), 88–106 (2010)

5. Carvalho, C.M., Polson, N.G., Scott, J.G.: Handling sparsity via the horseshoe. In: Proceedings of the 12th International Conference on Artificial Intelligence and Statistics. Proceedings of Machine Learning Research, vol. 5, pp. 73–80 (2009)

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