On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler (Q5397886)
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scientific article; zbMATH DE number 6261300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler |
scientific article; zbMATH DE number 6261300 |
Statements
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler (English)
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25 February 2014
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Bayesian statistics
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particle filter
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particle Markov chain Monte Carlo
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sequential Monte Carlo
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state-space model
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unscented Kalman filter
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