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Showing 1 to 2 of 2 for “"Particle Smoother"”.
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Bayesian Inference for Nonlinear Dynamical Systems : Applications and Software Implementation
… systems, focusing on the use of methods such as particle filtering and smoothing. There are three areas of contributions: software implementation, applications of nonlinear estimation and some theoretical extensions to existing algorithms. The common theme for all the work presented is the …
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State space modelling of extreme values with particle filters
… time. Sequential Monte Carlo methods known as particle filters provide an approach to inference for such models whereby observations are added to the fit sequentially. Though originally developed for on-line inference, particle filters, along with related particle smoothers, often provide the …