SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models (Q5743158)
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scientific article; zbMATH DE number 7052663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models |
scientific article; zbMATH DE number 7052663 |
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SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models (English)
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9 May 2019
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iterated batch importance sampling
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particle filtering
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particle Markov chain Monte Carlo methods
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sequential Monte Carlo sampling
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state space models
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