Variational Markov chain Monte Carlo for Bayesian smoothing of non-linear diffusions
| Year of publication: |
2012
|
|---|---|
| Authors: | Shen, Yuan ; Cornford, Dan ; Opper, Manfred ; Archambeau, Cedric |
| Published in: |
Computational Statistics. - Springer. - Vol. 27.2012, 1, p. 149-176
|
| Publisher: |
Springer |
| Subject: | Stochastic dynamic systems | Data assimilation | Bridge sampling |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010847489