Journal of Computational and Graphical Statistics, Vol. 19, No. 2 (June 2010), pp. 260-280 (21 pages) We describe a strategy for Markov chain Monte Carlo analysis of nonlinear, non-Gaussian ...
This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback