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Conditional particle filters with diffuse initial distributions
Conditional particle filters (CPFs) are powerful smoothing algorithms for general nonlinear/non-Gaussian hidden Markov models. However, CPFs can be inefficient or difficult to apply with diffuse initial distributions, which are common in statistical applications. We propose a simple but generally ap...
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| Publicat a: | Stat Comput |
|---|---|
| Autors principals: | , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Springer US
2021
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7926083/ https://ncbi.nlm.nih.gov/pubmed/33679010 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-020-09975-1 |
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