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Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes - MaRDI portal

Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes (Q4602890)

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scientific article; zbMATH DE number 6835748
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Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes
scientific article; zbMATH DE number 6835748

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    Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes (English)
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    7 February 2018
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    approximate Bayesian computation
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    subset simulation
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    Bayesian model selection
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    system identification
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    bilinear and Masing hysteretic models
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