Semi-Complete Data Augmentation for Efficient State Space Model Fitting
Author:
Affiliation:
1. School of Mathematics and Statistics, University of Glasgow, Glasgow, UK;
2. School of Mathematics and Maxwell Institute for Mathematical Sciences, University of Edinburgh, Edinburgh, UK
Funder
UK Engineering and Physical Sciences Research Council
Leverhulme research fellowship
The Leverhulme Trust
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Discrete Mathematics and Combinatorics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10618600.2022.2077350
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1. Particle Markov chain Monte Carlo methods
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