Another look at Bayes map iterated filtering

DOI10.1016/J.SPL.2016.05.013zbMATH Open1351.62161OpenAlexW2405445797MaRDI QIDQ312073FDOQ312073

Authors: Dao Nguyen 

Publication date: 13 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.05.013

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• Iterated filtering
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zbMATH Keywords

time serieshidden Markov modelstochastic approximationBayes mapiterated filtering

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

Cites Work

• Time series analysis via mechanistic models
• Inference for dynamic and latent variable models via iterated perturbed Bayes maps
• Particle Markov Chain Monte Carlo Methods
• Iterated filtering

Cited In (3)

• Inference for dynamic and latent variable models via iterated perturbed Bayes maps
• Tuned iterated filtering
• Iterated filtering

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