Bayesian parameter inference for partially observed stopped processes

DOI10.1007/s11222-012-9348-2zbMath1325.62059arXiv1201.3767OpenAlexW2016553927MaRDI QIDQ892438

Ajay Jasra, Nikolas Kantas, Adam Persing

Publication date: 19 November 2015

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

Full work available at URL: https://arxiv.org/abs/1201.3767

zbMATH Keywords

Markov chain Monte Carlosequential Monte Carlostopped processes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo

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