A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions

DOI10.1007/s11222-023-10242-2zbMath1517.62015arXiv2204.01646OpenAlexW4376108344MaRDI QIDQ6173556

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Publication date: 21 July 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.01646

zbMATH Keywords

Monte Carloimportance samplingmarked point processmixture modelpredictive recursion

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Nonparametric estimation (62G05)

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