Author: Fredrik Lindsten
Publisher:
ISBN: 9781601986993
Category : Digital computer simulation
Languages : en
Pages : 145
Book Description
Backward Simulation Methods for Monte Carlo Statistical Inference 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.