Filtering via approximate Bayesian computation

Statistics and Computing

Volumn 22, Issue 6, 2012, Pages 1223-1237

  Jasra, Ajay ^a   Singh, Sumeetpal S ^b   Martin, James S ^a   McCoy, Emma ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Approximate Bayesian computation; Bias; Filtering; Hidden Markov model; Sequential Monte Carlo

Indexed keywords

EID: 84861153209     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-010-9185-0     Document Type: Article

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