On particle methods for parameter estimation in state-space models (Q254462): Difference between revisions

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-Jan M. Maciejowski
@@ Property / author: Jan M. Maciejowski / rank @@
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+Jan M. Maciejowski
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+System Identification Toolbox
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+Nonlinear Bayesian estimation using Gaussian sum approximations
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+Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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+Q3997575
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+Smoothing algorithms for state-space models
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+On-Line Expectation–Maximization Algorithm for latent Data Models
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+Inference in hidden Markov models.
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+Particle learning and smoothing
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+Particle Metropolis-Hastings using gradient and Hessian information
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+Efficient Likelihood Evaluation of State-Space Representations
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