Abstract: This article considers the application of variational Bayesian methods to joint recursive estimation of the dynamic state and the time-varying measurement noise parameters in linear state ...

Abstract: In this paper we proposed a novel algorithm for image restoration and parameters estimation with a wavelet domain Student-t priors using variational Bayesian method. Because the conventional ...

We will keep our notes and code on dealing with censored variables in Bayesian models in this repo. My initial idea for this is that we can basically treat each worked out example or section that we ...