On-Line Inference for Hidden Markov Models via Particle Filters

DOI10.1111/1467-9868.00421zbMath1059.62098OpenAlexW2064119066MaRDI 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

zbMATH Keywords

changepointssmoothingKalman filterMarkov chain Monte Carlo methodsion channelwell-log data

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

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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

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