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Backward simulation methods for Monte Carlo statistical inference - MaRDI portal

Backward simulation methods for Monte Carlo statistical inference (Q2872495)

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scientific article; zbMATH DE number 6245551
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Backward simulation methods for Monte Carlo statistical inference
scientific article; zbMATH DE number 6245551

    Statements

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    15 January 2014
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    Monte Carlo methods
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    Markov chains
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    interacting particle systems
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    machine learning
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    forward-backward idea
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    backward simulators
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    inference
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    sequential Monte Carlo
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    nonlinear/non-Gaussian state-space models
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    Backward simulation methods for Monte Carlo statistical inference (English)
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