Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (Q2114055): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes |
scientific article |
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Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (English)
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14 March 2022
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stochastic differential equation
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Bayesian inference
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pseudo-marginal Metropolis-Hastings
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data augmentation
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linear noise approximation
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