A second-order iterated smoothing algorithm
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Publication:1703846
DOI10.1007/s11222-016-9711-9zbMath1384.62284OpenAlexW2530020213WikidataQ38634726 ScholiaQ38634726MaRDI QIDQ1703846
Publication date: 7 March 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc5573285
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Cites Work
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- Iterated filtering
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- Introduction to Stochastic Search and Optimization
- Sequential Monte Carlo without likelihoods
- SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
- Particle Metropolis-Hastings using gradient and Hessian information
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