On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064): Difference between revisions

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Latest revision as of 11:28, 21 June 2024

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On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression
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    On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (English)
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    1991
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    categorical responses
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    Gauss-Newton algorithm
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    factorization of information matrices
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    Dynamic exponential family regression
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    time dependent parameters
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    counted responses
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    extended Kalman filtering
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    smoothing
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    posterior mode estimation
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    Fisher scoring iterations
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    block- bidiagonal matrices
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    forward-backward recursive form
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    Approximate error covariance matrices
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