Login / Signup
Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering.
Isambi S. Mbalawata
Simo Särkkä
Heikki Haario
Published in:
Comput. Stat. (2013)
Keyphrases
</>
parameter estimation
kalman filtering
markov chain monte carlo
kalman filter
posterior distribution
least squares
maximum likelihood
markov random field
model selection
random fields
approximate inference
em algorithm
particle filtering
expectation maximization
higher order
human body
reinforcement learning