An introduction to SMC methods for nonnormal/nonlinear dynamic models
暂无分享,去创建一个
[1] A. Doucet,et al. A note on auxiliary particle filters , 2008 .
[2] Carlos M. Carvalho,et al. Simulation-based sequential analysis of Markov switching stochastic volatility models , 2007, Comput. Stat. Data Anal..
[3] P. Moral,et al. Sequential Monte Carlo for Bayesian Computation , 2006 .
[4] A. Doucet,et al. Monte Carlo Smoothing for Nonlinear Time Series , 2004, Journal of the American Statistical Association.
[5] Timothy J. Robinson,et al. Sequential Monte Carlo Methods in Practice , 2003 .
[6] P. Fearnhead. Markov chain Monte Carlo, Sufficient Statistics, and Particle Filters , 2002 .
[7] Geir Storvik,et al. Particle filters for state-space models with the presence of unknown static parameters , 2002, IEEE Trans. Signal Process..
[8] Nicholas G. Polson,et al. Practical filtering with sequential parameter learning , 2008 .
[9] Michael A. West,et al. Combined Parameter and State Estimation in Simulation-Based Filtering , 2001, Sequential Monte Carlo Methods in Practice.
[10] Simon J. Godsill,et al. On sequential Monte Carlo sampling methods for Bayesian filtering , 2000, Stat. Comput..
[11] N. Gordon,et al. Novel approach to nonlinear/non-Gaussian Bayesian state estimation , 1993 .
[12] M. West. Approximating posterior distributions by mixtures , 1993 .
[13] Alan E. Gelfand,et al. Bayesian statistics without tears: A sampling-resampling perspective , 1992 .