Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (Q5962749)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6544753
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC |
scientific article; zbMATH DE number 6544753 |
Statements
Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC (English)
0 references
23 February 2016
0 references
stochastic differential equation
0 references
parameter estimation
0 references
Gaussian approximation
0 references
non-linear Kalman filter
0 references
adaptive Markov chain Monte Carlo
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8535667657852173
0 references
0.7884789109230042
0 references
0.7567687034606934
0 references
0.7560750842094421
0 references
0.7552891969680786
0 references
