Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (Q2114055)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes |
scientific article |
Statements
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes (English)
0 references
14 March 2022
0 references
stochastic differential equation
0 references
Bayesian inference
0 references
pseudo-marginal Metropolis-Hastings
0 references
data augmentation
0 references
linear noise approximation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
