Backward simulation methods for monte carlo statistical inference

Presents and discusses various backward simulation methods for Monte Carlo statistical inference. The focus is on SMC-based backward simulators, which are useful for inference in analytically intractable models, such as nonlinear and/or non-Gaussian SSMs, but also in more general latent variable mod...

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Detalles Bibliográficos
Autores principales: Lindsten, Fredrik, Schön, Thomas B
Lenguaje:eng
Publicado: Now Publishers 2013
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/2761863

Internet

http://cds.cern.ch/record/2761863

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