On-Line Inference for Hidden Markov Models via Particle Filters
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Publication:4670780
DOI10.1111/1467-9868.00421zbMath1059.62098MaRDI QIDQ4670780
Peter Clifford, Paul Fearnhead
Publication date: 22 April 2005
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/10.1111/1467-9868.00421
changepoints; smoothing; Kalman filter; Markov chain Monte Carlo methods; ion channel; well-log data
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Cites Work
- Detection and estimation for abruptly changing systems
- Random sampling approach to state estimation in switching environments
- Stochastic models for ion channels: Introduction and bibliography
- Following a Moving Target—Monte Carlo Inference for Dynamic Bayesian Models
- Sequential Monte Carlo Methods in Practice
- Biological Sequence Analysis
- Mixture Kalman Filters
- Numerical Bayesian Methods Applied to Signal Processing
