Invertible Particle-Flow-Based Sequential MCMC With Extension to Gaussian Mixture Noise Models

DOI10.1109/TSP.2019.2905816zbMath1458.94109arXiv1807.02535OpenAlexW2834583499MaRDI QIDQ5238794

Yunpeng Li, Soumyasundar Pal, Mark J. Coates

Publication date: 28 October 2019

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

Full work available at URL: https://arxiv.org/abs/1807.02535

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sequential estimation (62L12)

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