Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
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DOI: 10.1007/s11009-013-9357-4
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Cited by:
- Patrick L. McDermott & Christopher K. Wikle & Joshua Millspaugh, 2017. "Hierarchical Nonlinear Spatio-temporal Agent-Based Models for Collective Animal Movement," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 294-312, September.
- Johan Dahlin & Mattias Villani & Thomas B. Schon, 2015. "Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods," Papers 1506.06975, arXiv.org, revised Jun 2017.
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Keywords
Approximate Bayesian computation; Hidden Markov models; Parameter estimation; Sequential Monte Carlo;All these keywords.
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