Biased online parameter inference for state-space models (Q1707039)

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Biased online parameter inference for state-space models
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    title
    Biased online parameter inference for state-space models (English)
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    author
    Pierre Del Moral
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    Ajay Jasra
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    Yan Zhou
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    publication date
    28 March 2018
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    Mathematics Subject Classification ID
    82C80
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    60K35
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    62F15
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    65C05
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    zbMATH DE Number
    6854243
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    zbMATH Keywords
    state-space models
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    Bayesian inference
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    sequential Monte Carlo
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