Stochastic Gradient MCMC for State Space Models (Q5025790)
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scientific article; zbMATH DE number 7468836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Gradient MCMC for State Space Models |
scientific article; zbMATH DE number 7468836 |
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Stochastic Gradient MCMC for State Space Models (English)
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3 February 2022
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stochastic gradient
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Markov chain Monte Carlo
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Bayesian inference
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state space models
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hidden Markov models
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time series
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exponential forgetting
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