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1. 1. Continuous time Graphical Models and Decomposition Sampling

   Författare :Jonas Hallgren; Timo Koski; Blazej Miasojedow; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Two topics in temporal graphical probabilistic models are studied. The topics are treated in separate papers, both with applications in finance. The first paper study inference in dynamic Bayesian networks using Monte Carlo methods. A new method for sampling random variables is proposed. LÄS MER