The Gibbs sampler with particle efficient importance sampling for state-space models* (Q5860963)
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scientific article; zbMATH DE number 7484494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Gibbs sampler with particle efficient importance sampling for state-space models* |
scientific article; zbMATH DE number 7484494 |
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The Gibbs sampler with particle efficient importance sampling for state-space models* (English)
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4 March 2022
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ancestor sampling
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dynamic latent variable models
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efficient importance sampling
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Markov chain Monte Carlo
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sequential importance sampling
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