Variational Bayesian Inference for Linear State Space Models with Multivariate Laplace Distributions
Abstract: This paper presents a robust variational Bayesian (VB) method for identifying linear state space models (LSSM) with non-Gaussian observational noise. Appropriate prior information is ...
Abstract: This paper proposes a new form of multivariate generalized gamma distribution and some properties. This study aims to develop the MGG distribution using cumulative data from the univariate ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results