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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English | 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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