Stochastic Gradient MCMC for State Space Models (Q5025790)
From MaRDI portal
scientific article; zbMATH DE number 7468836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Gradient MCMC for State Space Models |
scientific article; zbMATH DE number 7468836 |
Statements
Stochastic Gradient MCMC for State Space Models (English)
0 references
3 February 2022
0 references
stochastic gradient
0 references
Markov chain Monte Carlo
0 references
Bayesian inference
0 references
state space models
0 references
hidden Markov models
0 references
time series
0 references
exponential forgetting
0 references
