On the two-filter approximations of marginal smoothing distributions in general state-space models (Q5214997): Difference between revisions

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Revision as of 16:27, 21 July 2024

scientific article; zbMATH DE number 7163641
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English
On the two-filter approximations of marginal smoothing distributions in general state-space models
scientific article; zbMATH DE number 7163641

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    On the two-filter approximations of marginal smoothing distributions in general state-space models (English)
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    5 February 2020
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    sequential Monte Carlo
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    two-filter smoothing
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    state-space model
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    particle filter
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