The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (Q2276197)

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The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
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    The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference (English)
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    1 August 2011
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    normalised random measures with independent increments
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    Ornstein-Uhlenbeck process
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    time-dependent Bayesian nonparametrics
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    particle filtering
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    Dirichlet process
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