Inference for dynamic and latent variable models via iterated, perturbed Bayes maps

DOI10.1073/pnas.1410597112zbMath1359.62345OpenAlexW1993442130WikidataQ34457124 ScholiaQ34457124MaRDI QIDQ2962269

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Publication date: 16 February 2017

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1410597112

Mathematics Subject Classification ID

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Uses Software

• pomp

Cites Work

• MCMC maximum likelihood for latent state models
• Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae
• Marginal maximum a posteriori estimation using Markov chain Monte Carlo
• Iterated filtering
• Time series analysis via mechanistic models
• Simulated annealing: Practice versus theory
• Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
• Sequential Monte Carlo Methods in Practice
• A multiple-imputation Metropolis version of the EM algorithm
• Particle Motions in Absorbing Medium with Hard and Soft Obstacles
• Hilbert's Projective Metric and the Spectral Properties of Positive Linear Operators
• Estimability and Likelihood Inference for Generalized Linear Mixed Models Using Data Cloning
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