State Space Modeling & Bayesian Inference with Computational Intelligence

DOI10.1142/S1793005715500040zbMath1376.93106MaRDI QIDQ4598028

R. E. Smith, Ayub Hanif

Publication date: 19 December 2017

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

zbMATH Keywords

computational intelligence; sequential Monte Carlo; Bayesian filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

Cites Work

• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
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• On-Line Inference for Hidden Markov Models via Particle Filters
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• State Space and Unobserved Component Models
• Adaptive Rejection Sampling for Gibbs Sampling
• Gaussian particle filtering
• Gaussian sum particle filtering
• Wasp swarm optimization of the c-means clustering model
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