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SMC2: An Efficient Algorithm for Sequential Analysis of S... | ResearchHub
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SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
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Authors
Nicolás Chopin
2 more
Nicolás Chopin
•
Pierre Jacob
•
Omiros Papaspiliopoulos
Published
October 12, 2012
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Journal
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Topics
Computer Science
Artificial Intelligence
Mathematics
Computer Vision
Hybrid Monte Carlo
Show all topics
DOI
10.1111/j.1467-9868.2012.01046.x