MCMC for state-space models
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Publication:3172423
zbMATH Open1229.65011MaRDI QIDQ3172423FDOQ3172423
Authors: Paul Fearnhead
Publication date: 5 October 2011
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Computational methods in Markov chains (60J22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Cited In (9)
- Augmentation schemes for particle MCMC
- Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process
- Bayesian State Space Modeling of Physical Processes in Industrial Hygiene
- Full Bayesian inference in hidden Markov models of plant growth
- Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges
- The likelihood for a state space model
- A point mass proposal method for Bayesian state-space model fitting
- Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo
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