Twisting the alive particle filter (Q292346)
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scientific article; zbMATH DE number 6590025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Twisting the alive particle filter |
scientific article; zbMATH DE number 6590025 |
Statements
Twisting the alive particle filter (English)
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8 June 2016
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alive particle filters
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approximate Bayesian computation
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hidden Markov models
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particle Markov chain Monte Carlo
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sequential Monte Carlo
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twisted particle filters
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Metropolis-Hastings algorithm
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numerical example
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0.8338900804519653
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0.8230602145195007
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0.8214806914329529
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0.8128606081008911
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0.7461013793945312
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