State space modeling \& Bayesian inference with computational intelligence
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State space modeling \& Bayesian inference with computational intelligence
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Cites work
- Adaptive Rejection Sampling for Gibbs Sampling
- Analysis of financial time series
- Bayesian inference in dynamic econometric models. With a foreword by Jacques J. Drèze
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Filtering via Simulation: Auxiliary Particle Filters
- Following a moving target -- Monte Carlo inference for dynamic Bayesian models
- Gaussian particle filtering
- Gaussian sum particle filtering
- scientific article; zbMATH DE number 1666089 (Why is no real title available?)
- scientific article; zbMATH DE number 1666093 (Why is no real title available?)
- scientific article; zbMATH DE number 5919872 (Why is no real title available?)
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- Metaheuristics. From design to implementation.
- On-Line Inference for Hidden Markov Models via Particle Filters
- Self-organization in biological systems.
- Sequential importance sampling for nonparametric Bayes models: The next generation
- Sequential Imputations and Bayesian Missing Data Problems
- Sequential Monte Carlo Methods for Dynamic Systems
- Sequential Monte Carlo Methods in Practice
- State Space and Unobserved Component Models
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Wasp swarm optimization of the c-means clustering model
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