Maximum Likelihood Parameter Estimation for Latent Variable Models Using Sequential Monte Carlo
暂无分享,去创建一个
[1] Christian P. Robert,et al. Monte Carlo Statistical Methods , 2005, Springer Texts in Statistics.
[2] Simon J. Godsill,et al. Marginal maximum a posteriori estimation using Markov chain Monte Carlo , 2002, Stat. Comput..
[3] Arnaud Doucet,et al. Sequential Monte Carlo methods for Bayesian computation , 2006 .
[4] Nando de Freitas,et al. Sequential Monte Carlo Methods in Practice , 2001, Statistics for Engineering and Information Science.
[5] Pierre Del Moral,et al. Feynman-Kac formulae , 2004 .
[6] Jun S. Liu,et al. Sequential Imputations and Bayesian Missing Data Problems , 1994 .
[7] Nicholas G. Polson,et al. MCMC maximum likelihood for latent state models , 2007 .
[8] Jianfeng Yao,et al. A multiple-imputation Metropolis version of the EM algorithm , 2003 .