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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: | , |
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| Lenguaje: | eng |
| Publicado: |
Now Publishers
2013
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2761863 |
| _version_ | 1780970620204351488 |
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| author | Lindsten, Fredrik Schön, Thomas B |
| author_facet | Lindsten, Fredrik Schön, Thomas B |
| author_sort | Lindsten, Fredrik |
| collection | CERN |
| description | 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. |
| id | cern-2761863 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2013 |
| publisher | Now Publishers |
| record_format | invenio |
| spelling | cern-27618632021-04-21T16:39:20Zhttp://cds.cern.ch/record/2761863engLindsten, FredrikSchön, Thomas BBackward simulation methods for monte carlo statistical inferenceXXPresents 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.Now Publishersoai:cds.cern.ch:27618632013 |
| spellingShingle | XX Lindsten, Fredrik Schön, Thomas B Backward simulation methods for monte carlo statistical inference |
| title | Backward simulation methods for monte carlo statistical inference |
| title_full | Backward simulation methods for monte carlo statistical inference |
| title_fullStr | Backward simulation methods for monte carlo statistical inference |
| title_full_unstemmed | Backward simulation methods for monte carlo statistical inference |
| title_short | Backward simulation methods for monte carlo statistical inference |
| title_sort | backward simulation methods for monte carlo statistical inference |
| topic | XX |
| url | http://cds.cern.ch/record/2761863 |
| work_keys_str_mv | AT lindstenfredrik backwardsimulationmethodsformontecarlostatisticalinference AT schonthomasb backwardsimulationmethodsformontecarlostatisticalinference |