Monte Carlo Approach for Switching State-Space Models.

Cristina Adela Popescu Yau Shu Wong

Published in: IEA/AIE (2004)

Keyphrases

monte carlo
monte carlo simulation
markovian decision
state space
markov chain
particle filter
importance sampling
markov chain monte carlo
monte carlo methods
point processes
monte carlo tree search
parameter estimation
simulation study
search algorithm
bayesian framework
temporal difference
matrix inversion