A sequential Monte Carlo Gibbs coupled with stochastically approximated expectation-maximization algorithm for functional data

DOI10.4310/20-SII657OpenAlexW4206585653MaRDI QIDQ2116959

Ziyue Liu

Publication date: 18 March 2022

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/20-sii657

zbMATH Keywords

Gibbs samplersequential Monte Carlostate space modelparticle filterfunctional datastochastically approximated EM

Mathematics Subject Classification ID

Statistics (62-XX)

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