Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter (Q6121617)
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scientific article; zbMATH DE number 7809848
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter |
scientific article; zbMATH DE number 7809848 |
Statements
Ensemble MCMC: accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter (English)
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27 February 2024
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data assimilation
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ensemble Kalman filter
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particle filter
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particle MCMC
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pseudo-marginal MCMC
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state space models
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