Monte Carlo State-Space Likelihoods by Weighted Posterior Kernel Density Estimation
From MaRDI portal
Publication:5754754
DOI10.1198/016214504000000476zbMATH Open1117.62314OpenAlexW2120880155MaRDI QIDQ5754754FDOQ5754754
Authors: Perry de Valpine
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000000476
Recommendations
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models
- MCMC maximum likelihood for latent state models
- The use of approximating models in Monte Carlo maximum likelihood estimation.
- Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models
- Efficient simulation and integrated likelihood estimation in state space models
Cited In (7)
- When ecological individual heterogeneity models and large data collide: an importance sampling approach
- Monte Carlo Inference for State–Space Models of Wild Animal Populations
- A simple approach to maximum intractable likelihood estimation
- Estimation of plant demographic parameters from stage-structured censuses
- Approximate maximum likelihood estimation for population genetic inference
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation
- Asymptotic properties of parallel Bayesian kernel density estimators
This page was built for publication: Monte Carlo State-Space Likelihoods by Weighted Posterior Kernel Density Estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5754754)