Estimating Distributions of Parameters in Nonlinear State Space Models with Replica Exchange Particle Marginal Metropolis-Hastings Method

Hiroaki Inoue, Koji Hukushima, Toshiaki Omori. Estimating Distributions of Parameters in Nonlinear State Space Models with Replica Exchange Particle Marginal Metropolis-Hastings Method. Entropy, 24(1):115, 2022. [doi]

Abstract

Abstract is missing.