On Kalman filtering, posterior mode estimation and Fisher scoring in dynamic exponential family regression (Q750064): Difference between revisions
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Revision as of 22:27, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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