Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter (Q81239)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
scientific article

    Statements

    30
    0 references
    5
    0 references
    1497-1522
    0 references
    26 June 2020
    0 references
    4 November 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    sequential Monte Carlo
    0 references
    particle filter
    0 references
    spatiotemporal inference
    0 references
    curse of dimensionality
    0 references
    implicit models
    0 references
    plug-and-play property
    0 references
    0 references
    0 references