Backward Simulation Methods for Monte Carlo Statistical Inference

DOI10.1561/2200000045zbMath1278.68016OpenAlexW2055711980MaRDI QIDQ2872495

Thomas B. Schön, Fredrik Lindsten

Publication date: 15 January 2014

Published in: Foundations and Trends® in Machine Learning (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2f2a51afeeef614d8bfa6d84ff25e29a123ea05d

zbMATH Keywords

Markov chainsMonte Carlo methodssequential Monte Carloinferencemachine learninginteracting particle systemsbackward simulatorsforward-backward ideanonlinear/non-Gaussian state-space models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Bayesian inference (62F15) Monte Carlo methods (65C05) Learning and adaptive systems in artificial intelligence (68T05) Research exposition (monographs, survey articles) pertaining to computer science (68-02)

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