Nonlinear and non-Gaussian state space modeling using sampling techniques

DOI10.1023/A:1017916420893zbMath0995.62095OpenAlexW2099235157MaRDI QIDQ5960136

Hisashi Tanizaki

Publication date: 11 April 2002

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017916420893

zbMATH Keywords

smoothingfilteringimportance resamplingjoint densityMetropolis-Hastings independence samplingrejection sampling

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

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