scholarly journals A modified sequential Monte Carlo procedure for the efficient recursive estimation of extreme quantiles

2019 ◽  
Vol 38 (5) ◽  
pp. 390-399
Author(s):  
Serdar Neslihanoglu ◽  
Paresh Date
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Recursive Estimation ◽  
Monte Carlo Procedure ◽  
Extreme Quantiles

Bayesian Estimation of DSGE Models

2015 ◽  
Author(s):  
Edward P. Herbst ◽  
Frank Schorfheide
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Likelihood Function ◽  
Academic Research ◽  
Dynamic Stochastic General Equilibrium ◽  
Computational Techniques ◽  
Dsge Models ◽  
Monte Carlo Techniques ◽  
Dynamic Stochastic ◽  
Theoretical Foundations

Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. The book is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Novel Sequential Monte Carlo Method to Bearing Only Tracking

PIERS Online ◽  
2006 ◽  
Vol 2 (6) ◽  
pp. 594-600 ◽  
Author(s):  
Hongquan Qu ◽  
Shaohong Li
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Method ◽  
Sequential Monte Carlo ◽  
Sequential Monte Carlo Method

Bayesian Geosteering Using Sequential Monte Carlo Methods

2020 ◽  
Vol 61 (1) ◽  
pp. 99-111
Author(s):  
Dilshad R Akkam Veettil ◽  
◽  
Kit Clark ◽  
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Methods ◽  
Sequential Monte Carlo ◽  
Sequential Monte Carlo Methods

Sequential Monte Carlo Double Iterative Detection for Flat Fading MIMO Channel

2011 ◽  
Vol 30 (12) ◽  
pp. 2955-2958
Author(s):  
Rui Ding ◽  
Xi-qi Gao ◽  
Xiao-hu You
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Mimo Channel ◽  
Iterative Detection ◽  
Flat Fading

Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo

2020 ◽  
Author(s):  
Andras Fulop ◽  
Jeremy Heng ◽  
Junye Li ◽  
Hening Liu
Keyword(s):  
Monte Carlo ◽  
Bayesian Estimation ◽  
Sequential Monte Carlo ◽  
Risk Models ◽  
Long Run ◽  
Long Run Risk

scholarly journals Sequential Monte Carlo based parameter estimation for structural health monitoring with an Intel Xeon Phi optimized ultrasound kernel

2019 ◽  
Author(s):  
William C. Schneck ◽  
Heather Reed ◽  
Elizabeth D. Gregory ◽  
Cara A. C. Leckey
Keyword(s):  
Monte Carlo ◽  
Parameter Estimation ◽  
Structural Health Monitoring ◽  
Health Monitoring ◽  
Sequential Monte Carlo ◽  
Xeon Phi ◽  
Intel Xeon Phi ◽  
Structural Health ◽  
Intel Xeon

scholarly journals PIN67 Real-Time Analysis of COVID-19 DATA Using Sequential Monte Carlo Methods

2021 ◽  
Vol 24 ◽  
pp. S118
Author(s):  
D. Sheinson ◽  
Y. Meng ◽  
D. Elsea
Keyword(s):  
Monte Carlo ◽  
Real Time ◽  
Monte Carlo Methods ◽  
Sequential Monte Carlo ◽  
Time Analysis ◽  
Sequential Monte Carlo Methods ◽  
Real Time Analysis

scholarly journals Sequential Monte Carlo Tracking for Marginal Artery Segmentation on CT Angiography by Multiple Cue Fusion

2013 ◽  
pp. 518-525 ◽  
Author(s):  
Shijun Wang ◽  
Brandon Peplinski ◽  
Le Lu ◽  
Weidong Zhang ◽  
Jianfei Liu ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Ct Angiography ◽  
Sequential Monte Carlo ◽  
Marginal Artery

scholarly journals Adaptive Sequential Monte Carlo Filter for Indoor Positioning and Tracking With Bluetooth Low Energy Beacons

IEEE Access ◽  
2021 ◽  
Vol 9 ◽  
pp. 37022-37038
Author(s):  
F. Serhan Danis ◽  
A. Taylan Cemgil ◽  
Cem Ersoy
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Indoor Positioning ◽  
Low Energy ◽  
Bluetooth Low Energy ◽  
Sequential Monte Carlo Filter
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