Efficient learning via simulation: a marginalized resample-move approach (Q2442455)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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