Estimating Distributions of Parameters in Nonlinear State Space Models with Replica Exchange Particle Marginal Metropolis-Hastings Method.

Inoue, Hiroaki; Hukushima, Koji; Omori, Toshiaki

Inoue, Hiroaki; Hukushima, Koji; Omori, Toshiaki.

Afiliación

Inoue H; Graduate School of Engineering, Kobe University, 1-1 Rokkodai-cho, Nada-ku, Kobe 657-8501, Japan.
Hukushima K; Graduate School of Arts and Sciences, The University of Tokyo, 3-8-1 Komaba, Meguro-ku, Tokyo 153-8902, Japan.
Omori T; Komaba Institute for Science, The University of Tokyo, 3-8-1 Komaba, Meguro-ku, Tokyo 153-8902, Japan.

Entropy (Basel) ; 24(1)2022 Jan 12.

Article en En | MEDLINE | ID: mdl-35052141

Palabras clave

particle Markov chain Monte Carlo method; particle MetropolisHastings method; probabilistic graphical model; replica exchange method; replica exchange particle MetropolisHastings method; state space model

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Texto completo: 1 Banco de datos: MEDLINE Tipo de estudio: Prognostic_studies Idioma: En Año: 2022 Tipo del documento: Article

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Texto completo: 1 Banco de datos: MEDLINE Tipo de estudio: Prognostic_studies Idioma: En Año: 2022 Tipo del documento: Article