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Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes.

Majid K. VakilzadehJames L. BeckThomas Abrahamsson
Published in: SIAM J. Sci. Comput. (2018)
Keyphrases
  • state space model
  • posterior distribution
  • state estimation
  • posterior probability
  • kalman filter
  • multiscale
  • gaussian process
  • state vector