Biased online parameter inference for state-space models
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Publication:1707039
DOI10.1007/s11009-016-9511-xzbMath1383.82052arXiv1503.00266MaRDI QIDQ1707039
Pierre Del Moral, Ajay Jasra, Yan Zhou
Publication date: 28 March 2018
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.00266
62F15: Bayesian inference
65C05: Monte Carlo methods
60K35: Interacting random processes; statistical mechanics type models; percolation theory
Related Items
Unnamed Item, Stochastic Gradient MCMC for State Space Models, Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models, Sequential Bayesian inference for implicit hidden Markov models and current limitations
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