Expectation propagation for the smoothing distribution in dynamic probit (Q6616218)
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scientific article; zbMATH DE number 7923822
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expectation propagation for the smoothing distribution in dynamic probit |
scientific article; zbMATH DE number 7923822 |
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Expectation propagation for the smoothing distribution in dynamic probit (English)
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8 October 2024
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dynamic probit model
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state-space model
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expectation propagation
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unified skew-normal distribution
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smoothing
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