On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler
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Publication:5397886
DOI10.1137/130915376zbMath1282.65016arXiv1202.6159OpenAlexW2120076044MaRDI QIDQ5397886
Lawrence M. Murray, John Parslow, Emlyn M. Jones
Publication date: 25 February 2014
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.6159
Bayesian statisticsstate-space modelsequential Monte Carloparticle filterparticle Markov chain Monte Carlounscented Kalman filter
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