Accelerated Iterated Filtering
Simulation-based inferences have attracted much attention in recent years, as the direct computation of the likelihood function in many real-world problems is difficult or even impossible. Iterated filtering (Ionides, Bretó, and King 2006; Ionides, Bhadra, Atchadé, and King 2011) enables maximizati...
| Published in: | Austrian Journal of Statistics |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2023-07-01
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| Online Access: | https://www.ajs.or.at/index.php/ajs/article/view/1503 |