Automatically adapting the number of state particles in \(\text{SMC}^2\)

DOI10.1007/s11222-023-10250-2zbMath1517.62008arXiv2201.11354OpenAlexW4378717157MaRDI QIDQ6173563

L. F. South, Robert Kohn, Christopher C. Drovandi, Unnamed Author

Publication date: 21 July 2023

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

Full work available at URL: https://arxiv.org/abs/2201.11354

zbMATH Keywords

state-space modelsBayesian inferenceparticle MCMCSMCpseudo-marginal

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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