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stat.ME2014
Bayesian Nonparametric Dynamic State Space Modeling with Circular Latent States
Satyaki Mazumder, Sourabh Bhattacharya
State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well st…
stat.ME2014
Single step and multiple step forecasting in one dimensional single chirp signal using MCMC based Bayesian analysis
Satyaki Mazumder
Chirp signals are frequently used in different areas of science and engineering. MCMC based Bayesian inference is done here for purpose of one step and multiple step prediction in…