New sequential Monte Carlo methods for nonlinear dynamic systems

Statistics and Computing

Volumn 15, Issue 2, 2005, Pages 135-147

  Guo, Dong ^a   Wang, Xiaodong ^a   Chen, Rong ^b,c  

^a Columbia University ^*  (United States)

^b UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^c PEKING UNIVERSITY   (China)

Author keywords

Bayesian inference; Kernel representation; Nonlinear dynamic system; Sequential Monte Carlo

Indexed keywords

EID: 17444403965     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-005-6846-5     Document Type: Article

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