Sequential Monte Carlo with Highly Informative Observations (Q3452532)
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scientific article; zbMATH DE number 6507950
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sequential Monte Carlo with Highly Informative Observations |
scientific article; zbMATH DE number 6507950 |
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Sequential Monte Carlo with Highly Informative Observations (English)
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12 November 2015
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particle filter
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state-space model
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Bayesian statistics
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approximate Bayesian computation
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continuous time
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stochastic differential equation
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Brownian bridge
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diffusion bridge
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pinned diffusion
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0.9173386
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0.90394706
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0.9016972
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0.89815205
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0.8972525
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0.89632654
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