A second-order iterated smoothing algorithm
type: Item
instance of: scholarly article
title: A second-order iterated smoothing algorithm
zbMATH Open document ID: 1384.62284
author: Dao Nguyen
author: Edward L. Ionides
published in: Statistics and Computing
publication date: 2018-03-07T00:00:00Z
full work available at URL: pmc5573285
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6847966
zbMATH Keywords: iterated smoothing
zbMATH Keywords: sequential Monte Carlo
zbMATH Keywords: state space model
zbMATH Keywords: hidden Markov model
zbMATH Keywords: parameter estimation
describes a project that uses: pomp
MaRDI profile type: Publication
OpenAlex ID: W2530020213
Wikidata QID: Q38634726
cites work: Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
cites work: Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise
cites work: Time series analysis via mechanistic models
cites work: SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
cites work: Particle Metropolis-Hastings using gradient and Hessian information
cites work: Inference for dynamic and latent variable models via iterated, perturbed Bayes maps
cites work: Iterated filtering
cites work: Stochastic approximation methods for constrained and unconstrained systems
cites work: Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
cites work: Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
cites work: Sequential Monte Carlo without likelihoods
cites work: Introduction to Stochastic Search and Optimization
DOI: 10.1007/S11222-016-9711-9
description: scientific article; zbMATH DE number 6847966