Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models (Q1695514): Difference between revisions

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Latest revision as of 01:59, 15 July 2024

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Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
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    Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models (English)
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    7 February 2018
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    hidden Markov model
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    maximum likelihood
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    particle filter
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    SAEM
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    sequential Monte Carlo
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    stochastic differential equation
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