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Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter |
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| Authors: | Park Joonha Ionides Edward L |
| Institution: | 1.Department of Mathematics and Statistics, Boston University, 111 Cummington Mall, Boston, MA, 02215, USA ;2.Department of Statistics, University of Michigan, Ann Arbor, MI, USA ; |
| Abstract: | Statistics and Computing - We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is... |
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