A point mass proposal method for Bayesian state-space model fitting (Q6117022)

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scientific article; zbMATH DE number 7727740
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A point mass proposal method for Bayesian state-space model fitting
scientific article; zbMATH DE number 7727740

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    A point mass proposal method for Bayesian state-space model fitting (English)
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    16 August 2023
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    Bayesian methods
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    data augmentation
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    hidden Markov models
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    Markov chain Monte Carlo (MCMC)
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    state-space models
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