A self-organizing state space model and simplex initial distribution search
From MaRDI portal
Publication:626199
DOI10.1007/s00180-007-0027-2zbMath1224.62090MaRDI QIDQ626199
Publication date: 22 February 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-007-0027-2
62-08: Computational methods for problems pertaining to statistics
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
65C05: Monte Carlo methods
Cites Work
- Unnamed Item
- Unnamed Item
- Parameter estimation in general state-space models using particle methods
- Stochastic processes and filtering theory
- Sequential Monte Carlo Methods in Practice
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- A Simplex Method for Function Minimization
- Nonlinear Bayesian estimation using Gaussian sum approximations