Cargando…
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...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Now Publishers
2013
|
| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2761863 |
| Sumario: | 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 models. |
|---|