Particle efficient importance sampling (Q894644)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle efficient importance sampling |
scientific article |
Statements
Particle efficient importance sampling (English)
0 references
2 December 2015
0 references
Bayesian inference
0 references
particle filters
0 references
particle marginal Metropolis-Hastings
0 references
sequential Monte Carlo
0 references
stochastic volatility
0 references
0 references
0 references
0 references
