Backward Simulation Methods for Monte Carlo Statistical Inference |
|
| Author:
| Lindsten, Fredrik
Schön, Thomas B. |
| Series title: | Foundations and Trends in Machine Learning Ser. |
| ISBN: | 978-1-60198-698-6 |
| Publication Date: | Aug 2013 |
| Publisher: | Now Publishers
|
| Book Format: | Paperback |
| List Price: | USD $99.00 |
Book Description:
|
Presents and discusses various backward simulation methods for Monte Carlo statistical inference. The focus is on SMC-based backward simulators, which are useful for inference in analytically intractable models, such as nonlinear and/or non-Gaussian SSMs, but also in more general latent variable models.
Presents and discusses various backward simulation methods for Monte Carlo statistical inference. The focus is on SMC-based backward simulators, which are useful for inference in analytically intractable models, such as nonlinear and/or non-Gaussian SSMs, but also in more general latent variable models.