Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter

DOI10.1007/s11222-020-09957-3zbMath1452.62598arXiv1708.08543OpenAlexW3037372288MaRDI QIDQ81239

Joonha Park, Joonha Park, Edward L. Ionides, Edward L. Ionides

Publication date: 26 June 2020

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

Full work available at URL: https://arxiv.org/abs/1708.08543

zbMATH Keywords

curse of dimensionalitysequential Monte Carloparticle filterimplicit modelsplug-and-play propertyspatiotemporal inference

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from stochastic processes and prediction (62M20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Sequential estimation (62L12)

Related Items (3)

Sequential estimation of temporally evolving latent space network models ⋮ Bagged Filters for Partially Observed Interacting Systems ⋮ Unnamed Item

Uses Software

• pomp

Cites Work

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