MCMC-based local parametric sensitivity estimations.

C. J. Pérez Jacinto Martín María Jesús Rufo

Published in: Comput. Stat. Data Anal. (2006)

Keyphrases

monte carlo
markov chain
markov chain monte carlo
sensitivity analysis
data association
posterior distribution
generative model
real time
parametric representation
neural network
case study
particle filter
particle filtering
bayesian inference
importance sampling