Efficient inference for nonlinear state space models: An automatic sample size selection rule.

Jing Cheng Ngai Hang Chan

Published in: Comput. Stat. Data Anal. (2019)

Keyphrases

sample size
efficient inference
model selection
state space
probabilistic inference
upper bound
least squares
higher order
parameter estimation
probabilistic model
cross validation
random sampling
hyperparameters
human pose estimation
worst case
hidden variables
structured prediction
dynamic programming