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Model fitting and inference under Latent Equilibrium Processes

This paper presents a methodology for model fitting and inference in the context of Bayesian models of the type f(Y | X, θ)f(X | θ)f(θ), where Y is the (set of) observed data, θ is a set of model parameters and X is an unobserved (latent) stationary stochastic process induced by the first order tran...

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Autors principals: Bhattacharya, Sourabh, Gelfand, Alan E., Holsinger, Kent E.
Format: Artigo
Idioma:Inglês
Publicat: 2007
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC2557441/
https://ncbi.nlm.nih.gov/pubmed/18836571
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-006-9015-6
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