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Master's Dissertation
DOI
https://doi.org/10.11606/D.45.1997.tde-20210729-015313
Document
Author
Full name
Péricles César de Araújo
E-mail
Institute/School/College
Knowledge Area
Date of Defense
Published
São Paulo, 1997
Supervisor
Title in Portuguese
Método linear Bayesiano
Keywords in Portuguese
Inferência Paramétrica
Pesquisa E Planejamento Estatístico
Abstract in Portuguese
Descrevemos o modelo de regressão linear sob um ponto de vista bayesiano, considerando os argumentos do Método Linear Bayesiano. O Método Linear Bayesiano é um processo recursivo que segue o esquema bayesiano, mas usa somente os primeiros esegundos momentos das distribuições envolvidas, sem requerer uma completa caracterização do modelo de probabilidade. Mostramos que o filtro de Kalman é um caso particular do Método Linear Bayesiano
Title in English
not available
Abstract in English
We describe the linear regression model from a Baleysian viewpoint by considering the Linear Bayesian Method. The Linear Bayesian Method is an iterative process which follows the bayesian scheme, but uses only the first two moments of thedistributions involved, without demand for the complete probability model. We show that the Kalman Filter is a particular case of the Linear Bayesian Method
 
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Publishing Date
2021-07-29
 
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