Bayesian Estimation by Sequential Monte Carlo Sampling: Application to High-Dimensional Nonlinear Dynamic Systems

Author:

Chen Wen-shiang,Bakshi Bhavik R.,Goel Prem K.,Ungarala Sridhar

Publisher

Elsevier BV

Subject

General Medicine

Reference13 articles.

1. An introduction to MCMC for machine learning;Andrieu;Machine Learning,2003

2. Bayesian estimation by sequential Monte Carlo sampling: Application to large-scale nonlinear dynamic systems;Wen-shiang;Technical report,2003

3. Bayesian estimation of nonlinear dynamic systems-dealing with constraints;Chen;Technical report,2003

4. Bayesian estimation of unconstrained nonlinear dynamic systems via sequential Monte Carlo sampling;Chen;Industrial & Engineering Chemistry Research,2004

5. A surveyof convergence results on particle filtering methods for practitioners;Crisan;IEEE Transactions on Signal Processing,2002

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