A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions
Author:
Funder
National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science
Link
https://link.springer.com/content/pdf/10.1007/s11222-023-10242-2.pdf
Reference40 articles.
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4. Bugallo, M.F., Elvira, V., Martino, L., Luengo, D., Miguez, J., Djuric, P.M.: Adaptive importance sampling: the past, the present, and the future. IEEE Signal Process. Magaz. 34(4), 60–79 (2017)
5. Carvalho, C.M., Johannes, M.S., Lopes, H.F., Polson, N.G.: Particle learning and smoothing. Stat. Sci. 25(1), 88–106 (2010)
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