Stochastic Gradient MCMC for State Space Models (Q5025790)

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scientific article; zbMATH DE number 7468836
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Stochastic Gradient MCMC for State Space Models
scientific article; zbMATH DE number 7468836

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    Stochastic Gradient MCMC for State Space Models (English)
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    3 February 2022
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    stochastic gradient
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    Markov chain Monte Carlo
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    Bayesian inference
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    state space models
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    hidden Markov models
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    time series
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    exponential forgetting
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