Filtering via approximate Bayesian computation (Q693364): Difference between revisions

@@ Property / DOI @@
-.1007/s11222-010-9185-0
@@ Property / DOI: 10.1007/s11222-010-9185-0 / rank @@
-Normal rank
@@ Property / author @@
+Emma J. McCoy
@@ Property / author: Emma J. McCoy / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11222-010-9185-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2128306087
@@ Property / OpenAlex ID: W2128306087 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3993534
@@ Property / cites work: Q3993534 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3096110
@@ Property / cites work: Q3096110 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive approximate Bayesian computation
@@ Property / cites work: Adaptive approximate Bayesian computation / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing algorithms for state-space models
@@ Property / cites work: Smoothing algorithms for state-space models / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic matrix-variate graphical models
@@ Property / cites work: Dynamic matrix-variate graphical models / rank @@
+Normal rank
@@ Property / cites work @@
+Online data processing: comparison of Bayesian regularized particle filters
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+An adaptive sequential Monte Carlo method for approximate Bayesian computation
+Normal rank
@@ Property / cites work @@
+On adaptive resampling strategies for sequential Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
+Normal rank
@@ Property / cites work @@
+Q3015761
@@ Property / cites work: Q3015761 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+On‐Line Portfolio Selection Using Multiplicative Updates
+Normal rank
@@ Property / cites work @@
+Dynamic mean-variance portfolio analysis under model risk
+Normal rank
@@ Property / cites work @@
+Multivariate geometric stable distributions in financial applications.
+Normal rank
@@ Property / cites work @@
+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
+Normal rank
@@ Property / cites work @@
+Monte Carlo strategies in scientific computing
@@ Property / cites work: Monte Carlo strategies in scientific computing / rank @@
+Normal rank
@@ Property / cites work @@
+Q2753033
@@ Property / cites work: Q2753033 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3527911
@@ Property / cites work: Q3527911 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal quantization methods for nonlinear filtering with discrete-time observations
+Normal rank
@@ Property / cites work @@
+Filtering via Simulation: Auxiliary Particle Filters
+Normal rank
@@ Property / cites work @@
+Variational Bayesian Filtering
@@ Property / cites work: Variational Bayesian Filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11222-010-9185-0
@@ Property / DOI: 10.1007/S11222-010-9185-0 / rank @@
+Normal rank