Particle learning and smoothing
From MaRDI portal
Publication:903317
DOI10.1214/10-STS325zbMath1328.62541arXiv1011.1098MaRDI QIDQ903317
Hedibert Freitas Lopes, Michael S. Johannes, Nicholas G. Polson, Carlos Marinho Carvalho
Publication date: 5 January 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.1098
smoothingstate space modelsparticle learningparameter learningmixture Kalman filtersequential inferencestate filtering
Inference from stochastic processes and prediction (62M20) Point estimation (62F10) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Sequential estimation (62L12)
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