Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models (Q1695514)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models |
scientific article |
Statements
Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models (English)
0 references
7 February 2018
0 references
hidden Markov model
0 references
maximum likelihood
0 references
particle filter
0 references
SAEM
0 references
sequential Monte Carlo
0 references
stochastic differential equation
0 references
