- List of abbreviations
- List of symbols
- Introduction

- Mathematical preliminaries of time series modelling

- Bayesian methods for data analysis

- Building blocks of the model

- The model
- Bayesian continuous density hidden Markov model
- Bayesian nonlinear state-space model
- Combining the two models

- The algorithm
- Learning algorithm for the continuous density hidden Markov model
- Learning algorithm for the nonlinear state-space model
- Learning algorithm for the switching model

- Experimental results

- Discussion
- Standard probability distributions

- Probabilistic computations for MLP networks
- Bibliography
- About this document ...

Antti Honkela 2001-05-30