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Estimating Distributions of Parameters in Nonlinear State Space Models with Replica Exchange Particle Marginal Metropolis–Hastings Method
Extracting latent nonlinear dynamics from observed time-series data is important for understanding a dynamic system against the background of the observed data. A state space model is a probabilistic graphical model for time-series data, which describes the probabilistic dependence between latent va...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8774595/ https://www.ncbi.nlm.nih.gov/pubmed/35052141 http://dx.doi.org/10.3390/e24010115 |