Approximate Variational Bayesian Method for Robust Parameter Estimation of AR Models With Outliers

被引:0
|
作者
Wan, Hongjie [1 ]
Ma, Xin [2 ]
机构
[1] Beijing Univ Chem Technol, Dept Informat Engn, Beijing, Peoples R China
[2] Shandong Univ, Sch Informat Sci & Engn, Qingdao, Peoples R China
关键词
D O I
暂无
中图分类号
R9 [药学];
学科分类号
1007 ;
摘要
242
引用
收藏
页码:147 / 147
页数:1
相关论文
共 50 条
  • [1] Outliers and robust parameter estimation
    Johnson, ML
    [J]. NUMERICAL COMPUTER METHODS, PART C, 2000, 321 : 417 - 424
  • [2] Bayesian parameter estimation via variational methods
    Jaakkola, TS
    Jordan, MI
    [J]. STATISTICS AND COMPUTING, 2000, 10 (01) : 25 - 37
  • [3] Bayesian parameter estimation via variational methods
    Tommi S. Jaakkola
    Michael I. Jordan
    [J]. Statistics and Computing, 2000, 10 : 25 - 37
  • [4] Approximate Bayesian Inference for Doubly Robust Estimation
    Graham, Daniel J.
    McCoy, Emma J.
    Stephens, David A.
    [J]. BAYESIAN ANALYSIS, 2016, 11 (01): : 47 - 69
  • [5] ROBUST SEQUENTIAL APPROXIMATE BAYESIAN-ESTIMATION
    WEST, M
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1981, 43 (02): : 157 - 166
  • [6] Robust parameter estimation method for CSR based on Bayesian compressed sensing
    Department of Communication Countermeasure, Institute of Elctronic Engineering, Hefei
    230037, China
    [J]. Xi Tong Cheng Yu Dian Zi Ji Shu/Syst Eng Electron, 11 (2480-2486):
  • [7] Variational Bayesian Mixture of Robust CCA Models
    Viinikanoja, Jaakko
    Klami, Arto
    Kaski, Samuel
    [J]. MACHINE LEARNING AND KNOWLEDGE DISCOVERY IN DATABASES, PT III, 2010, 6323 : 370 - 385
  • [8] Robust estimation of models for longitudinal data with dropouts and outliers
    Zhang, Yuexia
    Qin, Guoyou
    Zhu, Zhongyi
    Fu, Bo
    [J]. JOURNAL OF APPLIED STATISTICS, 2022, 49 (04) : 902 - 925
  • [9] Robust Estimation of Unbalanced Mixture Models on Samples with Outliers
    Galimzianova, Alfiia
    Pernus, Franjo
    Likar, Bostjan
    Spiclin, Ziga
    [J]. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2015, 37 (11) : 2273 - 2285
  • [10] A robust method for parameter estimation of AR systems using empirical mode decomposition
    Md. Kamrul Hasan
    M. Shakib Apu
    Md. Khademul Islam Molla
    [J]. Signal, Image and Video Processing, 2010, 4 : 451 - 461