Approximate Smoothing and Parameter Estimation in High-Dimensional State-Space Models

DOI10.1109/TSP.2017.2733504zbMath1414.94197arXiv1606.08650MaRDI QIDQ4621950

Axel Finke, Sumeetpal S. Singh

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.08650

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Conditional sequential Monte Carlo in high dimensions ⋮ A method for high-dimensional smoothing ⋮ Unnamed Item ⋮ Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models

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