Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
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Publication:2729278
DOI10.1111/1467-9868.00280zbMath0976.62021OpenAlexW2168634963MaRDI QIDQ2729278
Carlo Berzuini, Walter R. Gilks
Publication date: 8 January 2002
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9868.00280
trackingsimulationimportance samplinghidden Markov modeldynamic modelMarkov chain Monte Carlo methodsparticle filtersimportance resamplingsequential imputationpredictive model selection
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