On Recursive Bayesian Predictive Distributions
نویسندگان
چکیده
منابع مشابه
On recursive Bayesian predictive distributions
A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte Carlo methods are generally used to compute the predictive. This paper shows that online Bayesian prediction is possible by characterizing the Bayesian predictive update in terms of a bivariate copula, making it unnec...
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P. KONTKANEN , P. MYLLYMÄKI , T. SILANDER , H. TIRRI and P. GRÜNWALD† Complex Systems Computation Group (CoSCo), P.O.Box 26, Department of Computer Science, FIN-00014 University of Helsinki, Finland (http://www.cs.Helsinki.FI/research/cosco/) ([email protected])([email protected])([email protected])([email protected]) †Department of Computer Science, Stanford University, St...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2018
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2017.1304219