Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

10.1007/s11009-013-9357-4

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Bibliographic Details
Main Authors: Ehrlich, E., Jasra, A., Kantas, N.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2016
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/125053
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1250532024-11-15T06:26:41Z Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods Ehrlich, E. Jasra, A. Kantas, N. STATISTICS & APPLIED PROBABILITY Approximate Bayesian computation Hidden Markov models Parameter estimation Sequential Monte Carlo 10.1007/s11009-013-9357-4 Methodology and Computing in Applied Probability 1-35 2016-06-02T10:30:15Z 2016-06-02T10:30:15Z 2013 Article Ehrlich, E., Jasra, A., Kantas, N. (2013). Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods. Methodology and Computing in Applied Probability : 1-35. ScholarBank@NUS Repository. https://doi.org/10.1007/s11009-013-9357-4 13875841 http://scholarbank.nus.edu.sg/handle/10635/125053 000354094300003 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Approximate Bayesian computation
Hidden Markov models
Parameter estimation
Sequential Monte Carlo
spellingShingle Approximate Bayesian computation
Hidden Markov models
Parameter estimation
Sequential Monte Carlo
Ehrlich, E.
Jasra, A.
Kantas, N.
Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
description 10.1007/s11009-013-9357-4
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Ehrlich, E.
Jasra, A.
Kantas, N.
format Article
author Ehrlich, E.
Jasra, A.
Kantas, N.
author_sort Ehrlich, E.
title Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
title_short Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
title_full Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
title_fullStr Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
title_full_unstemmed Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
title_sort gradient free parameter estimation for hidden markov models with intractable likelihoods
publishDate 2016
url http://scholarbank.nus.edu.sg/handle/10635/125053
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