On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler (Q5397886)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler |
scientific article; zbMATH DE number 6261300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler |
scientific article; zbMATH DE number 6261300 |
Statements
On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler (English)
0 references
25 February 2014
0 references
Bayesian statistics
0 references
particle filter
0 references
particle Markov chain Monte Carlo
0 references
sequential Monte Carlo
0 references
state-space model
0 references
unscented Kalman filter
0 references
