Nonlinear and Non-Gaussian State-Space Modeling with Monte Carlo Techniques: A Survey and Comparative Study (2000)

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by Hisashi Tanizaki
Venue:In Rao, C., & Shanbhag, D. (Eds.), Handbook of Statistics
Citations:16 - 4 self

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8 On Markov Chain Monte Carlo Methods For Nonlinear And Non-Gaussian State-Space Models – John Geweke, H. Tanizaki - 1999
18 Architectures for Efficient Implementation of Particle Filters – Miodrag Bolic - 2004
1 Estimation Of Unknown Parameters In Nonlinear And Non-Gaussian State Space Models – Hisashi Tanizaki, Monte Carlo Optimization, Simulated Annealing
1 Nonlinear And Non-Gaussian State Estimation: A Quasi-Optimal Estimator – Hisashi Tanizaki - 1998
26 Building Robust Simulation-based Filters for Evolving Data Sets – James Carpenter, Peter Clifford, Paul Fearnhead - 1999
Vita – Shawn Michael Herman - 2002
10 A survey of sequential Monte Carlo methods for economics and finance – Drew Creal - 2009
6 On Nonlinear and Nonnormal Filter Using Rejection Sampling – Hisashi Tanizaki - 1999
13 Bayesian Estimation of State-Space Models Using the Metropolis-Hastings Algorithm within Gibbs Sampling – John Geweke, Hisashi Tanizaki
10 Sequential Monte Carlo Methods For Optimisation Of Neural Network Models – Nando de Freitas, Mahesan Niranjan, Andrew Gee, Arnaud Doucet - 1998
519 Filtering Via Simulation: Auxiliary Particle Filters – Michael K. Pitt, Neil Shephard - 1997
10 NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS – Henning U. Voss, Jens Timmer - 2002
156 An Improved Particle Filter for Non-linear Problems – James Carpenter , Peter Clifford, Paul Fearnhead - 2004
8 Nonlinear And Non-Gaussian State Space Modeling Using Sampling Techniques – Hisashi Tanizaki - 2001
207 On sequential simulation-based methods for bayesian filtering – Arnaud Doucet - 1998
3 Nonlinear and Nonnormal Filter Using Importance Sampling: Antithetic Monte Carlo Integration – Hisashi Tanizaki
3 Ranking and Optimization of Target Tracking Algorithms – Lidija Trailovic, Written Lidija Trailović, Prof Lucy Pao, Prof Anne Dougherty - 2002
LETTER Communicated by Steven Nowlan and Gerard Dreyfus Sequential Monte Carlo Methods to Train Neural Network Models – J. F. G. De Freitas, M. Niranjan, A. H. Gee, A. Doucet
8 Bayesian state and parameter estimation of uncertain dynamical systems. Probabilistic Engineering Mechanics – Jianye Ching, James L. Beck, Keith, A. Porter - 2006