On disturbance state-space models and the particle marginal metropolis-hastings sampler

SIAM-ASA Journal on Uncertainty Quantification

Volumn 1, Issue 1, 2013, Pages 494-521

  Murray, Lawrence M ^a   Jones, Emlyn M ^a   Parslow, John ^a  

^a CSIRO   (Australia)

Author keywords

Bayesian statistics; Particle filter; Particle Markov chain Monte Carlo; Sequential Monte Carlo; State space model; Unscented Kalman filter

Indexed keywords

KALMAN FILTERS; MONTE CARLO METHODS; STATE SPACE METHODS;

AUXILIARY PARTICLE FILTER; BIOGEOCHEMICAL MODELS; IMPORTANCE SAMPLING METHOD; METROPOLIS HASTINGS; NONLINEAR STATE SPACE MODELS; STATE - SPACE MODELS; STATE AND PARAMETER ESTIMATIONS; UNSCENTED KALMAN FILTER;

IMPORTANCE SAMPLING;

EID: 84904292580     PISSN: None     EISSN: 21662525     Source Type: Journal    
DOI: 10.1137/130915376     Document Type: Article

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