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

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scientific article; zbMATH DE number 7270197
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    Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter
    scientific article; zbMATH DE number 7270197

      Statements

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