Filtering via approximate Bayesian computation

DOI10.1007/s11222-010-9185-0zbMath1252.62093OpenAlexW2128306087MaRDI QIDQ693364

James S. Martin, Ajay Jasra, Sumeetpal S. Singh, Emma J. McCoy

Publication date: 7 December 2012

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

Full work available at URL: https://doi.org/10.1007/s11222-010-9185-0

zbMATH Keywords

hidden Markov modelbiassequential Monte Carlo

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Sequential statistical methods (62L99) Monte Carlo methods (65C05)

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