Automatically adapting the number of state particles in \(\text{SMC}^2\) (Q6173563)

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scientific article; zbMATH DE number 7715461
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Automatically adapting the number of state particles in \(\text{SMC}^2\)
scientific article; zbMATH DE number 7715461

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    Automatically adapting the number of state particles in \(\text{SMC}^2\) (English)
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    21 July 2023
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    Bayesian inference
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    state-space models
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    SMC
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    pseudo-marginal
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    particle MCMC
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