Langevin and Hamiltonian Based Sequential MCMC for Efficient Bayesian Filtering in High-Dimensional Spaces
Year of publication: |
2017
|
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Authors: | Septier, Francois |
Other Persons: | Peters, Gareth (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Bayes-Statistik | Bayesian inference | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: IEEE Journal of Selected Topics in Signal Processing, Special issue on Stochastic Simulation and Optimisation in Signal Processing (2015) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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