Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (Q2114055): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / describes a project that uses | |||
Property / describes a project that uses: CODA / rank | |||
Normal rank |
Revision as of 20:22, 29 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes |
scientific article |
Statements
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (English)
0 references
14 March 2022
0 references
stochastic differential equation
0 references
Bayesian inference
0 references
pseudo-marginal Metropolis-Hastings
0 references
data augmentation
0 references
linear noise approximation
0 references