Bayes factor estimation for nonlinear dynamic state space models

DOI10.1016/J.CRMA.2009.02.017MaRDI QIDQ1013038zbMATH OpenOpenAlexFDO

Authors Jean-Pierre Vila, Issa Saley

Publication date 16 April 2009

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2009.02.017

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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Cited in

(9)

• Bayesian inference in nonparametric dynamic state-space models
• A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology
• A flexible state-space model for learning nonlinear dynamical systems
• Efficient inference for nonlinear state space models: an automatic sample size selection rule
• Bayesian prediction mean squared error for state space models with estimated parameters
• Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems
• The application of the NTM method in nonlinear Bayesian dynamic models
• scientific article; zbMATH DE number 720685 (Why is no real title available?)
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems

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