Efficient learning via simulation: a marginalized resample-move approach (Q2442455): Difference between revisions

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Revision as of 13:02, 7 July 2024

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Efficient learning via simulation: a marginalized resample-move approach
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    Efficient learning via simulation: a marginalized resample-move approach (English)
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    3 April 2014
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    state-space models
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    particle filters
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    parameter learning
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    state filtering
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    resample-move
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    Markov chain Monte Carlo
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    Lévy jumps
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    stochastic volatility
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    credit risk
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    Identifiers

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