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Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions - MaRDI portal

Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions (Q4995123)

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scientific article; zbMATH DE number 7362398
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Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions
scientific article; zbMATH DE number 7362398

    Statements

    title
    Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions (English)
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    author
    Neil K. Chada
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    Jordan Franks
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    Ajay Jasra
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    Kody J. H. Law
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    Matti Vihola
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    publication date
    23 June 2021
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    zbMATH Keywords
    diffusion
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    importance sampling
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    Markov chain Monte Carlo
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    multilevel Monte Carlo
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    sequential Monte Carlo
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    cites work
    Q4433869
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    Q4004325
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    Identifiers

    DOI
    10.1137/20M131549X
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    Mathematics Subject Classification ID
    62-08
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    62F15
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    62M05
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    65C05
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    60H35
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    65C35
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    65C40
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    zbMATH DE Number
    7362398
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    Wikidata QID
    Q109746412
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    arXiv ID
    1807.10259
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    OpenAlex ID
    W3169236455
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