National Science Library of Georgia

Bayesian time series models / (Record no. 518781)

MARC details
000 -LEADER
fixed length control field 04625nam a22003618i 4500
001 - CONTROL NUMBER
control field CR9780511984679
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200124160244.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 101018s2011||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780511984679 (ebook)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780521196765 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA280
Item number .B39 2011
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.5/5
Edition number 22
245 00 - TITLE STATEMENT
Title Bayesian time series models /
Statement of responsibility, etc edited by David Barber, A. Taylan Cemgil, Silvia Chiappa.
264 #1 - Production, Publication, Distribution, Manufacture, and Copyright Notice (R)
Place of production, publication, distribution, manufacture (R) Cambridge :
Name of producer, publisher, distributor, manufacturer (R) Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2011.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xiii, 417 pages) :
Other physical details digital, PDF file(s).
336 ## - Content Type (R)
Content type term (R) text
Content type code (R) txt
Source (NR) rdacontent
337 ## - Media Type (R)
Media type term (R) computer
Media type code (R) c
Source (NR) rdamedia
338 ## - Carrier Type (R)
Carrier type term (R) online resource
Carrier type code (R) cr
Source (NR) rdacarrier
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 05 Oct 2015).
505 00 - FORMATTED CONTENTS NOTE
Miscellaneous information 1.
Title Inference and estimation in probabilistic time series models /
Statement of responsibility David Barber, A. Taylan Cemgil and Silvia Chiappa --
Miscellaneous information I.
Title Monte Carlo:
Miscellaneous information 2.
Title Adaptive Markov chain Monte Carlo: theory and methods /
Statement of responsibility Yves Atchadé, Gersende Fort, Eric Moulines and Pierre Priouret;
Miscellaneous information 3.
Title Auxiliary particle filtering: recent developments /
Statement of responsibility Nick Whiteley and Adam M. Johansen;
Miscellaneous information 4.
Title Monte Carlo probabilistic inference for diffusion processes: a methodological framework /
Statement of responsibility Omiros Papaspiliopoulos --
Miscellaneous information II.
Title Deterministic Approximations:
Miscellaneous information 5.
Title Two problems with variational expectation maximisation for time series models /
Statement of responsibility Richard Eric Turner and Maneesh Sahani;
Miscellaneous information 6.
Title Approximate inference for continuous-time Markov processes /
Statement of responsibility Cédric Archambeau and Manfred Opper;
Miscellaneous information 7.
Title Expectation propagation and generalised EP methods for inference in switching linear dynamical systems /
Statement of responsibility Onno Zoeter and Tom Heskes;
Miscellaneous information 8.
Title Approximate inference in switching linear dynamical systems using Gaussian mixtures /
Statement of responsibility David Barber --
Miscellaneous information III.
Title Switch Models:
Miscellaneous information 9.
Title Physiological monitoring with factorial switching linear dynamical systems /
Statement of responsibility John A. Quinn and Christopher K.I. Williams;
Miscellaneous information 10.
Title Analysis of changepoint models /
Statement of responsibility Idris A. Eckley, Paul Fearnhead and Rebecca Killick --
Miscellaneous information IV.
Title Multi-Object Models:
Miscellaneous information 11.
Title Approximate likelihood estimation of static parameters in multi-target models /
Statement of responsibility Sumeetpal S. Singh, Nick Whiteley and Simon J. Godsill;
Miscellaneous information 12.
Title Sequential inference for dynamically evolving groups of objects /
Statement of responsibility Sze Kim Pang, Simon J. Godsill, Jack Li, François Septier and Simon Hill;
Miscellaneous information 13.
Title Non-commutative harmonic analysis in multi-object tracking /
Statement of responsibility Risi Kondor --
Miscellaneous information V.
Title Nonparametric Models:
Miscellaneous information 14. Markov chain Monte Carlo algorithms for Gaussian processes /
Statement of responsibility Michalis K. Titsias, Magnus Rattray and Neil D. Lawrence;
Miscellaneous information 15.
Title Nonparametric hidden Markov models /
Statement of responsibility Jurgen Van Gael and Zoubin Ghahramani;
Miscellaneous information 16.
Title Bayesian Gaussian process models for multi-sensor time series prediction /
Statement of responsibility Michael A. Osborne, Alex Rogers, Stephen J. Roberts, Sarvapali D. Ramchurn and Nick R. Jennings --
Miscellaneous information VI.
Title Agent-Based Models:
Miscellaneous information 17. Optimal control theory and the linear Bellman equation /
Statement of responsibility Hilbert J. Kappen;
Miscellaneous information 18.
Title Expectation maximisation methods for solving (PO)MDPs and optimal control problems /
Statement of responsibility Marc Toussaint, Amos Storkey and Stefan Harmeling.
520 ## - SUMMARY, ETC.
Summary, etc '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 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Time-series analysis.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Bayesian statistical decision theory.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Barber, David,
Dates associated with a name 1968-
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Cemgil, Ali Taylan,
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Chiappa, Silvia,
Relator term editor.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
International Standard Book Number 9780521196765
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1017/CBO9780511984679">https://doi.org/10.1017/CBO9780511984679</a>

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