scholarly journals Bayesian estimation via sequential Monte Carlo sampling—Constrained dynamic systems

Automatica ◽  
2007 ◽  
Vol 43 (9) ◽  
pp. 1615-1622 ◽  
Author(s):  
Lixin Lang ◽  
Wen-shiang Chen ◽  
Bhavik R. Bakshi ◽  
Prem K. Goel ◽  
Sridhar Ungarala
Keyword(s):  
Monte Carlo ◽  
Bayesian Estimation ◽  
Dynamic Systems ◽  
Sequential Monte Carlo ◽  
Monte Carlo Sampling

Bayesian Estimation via Sequential Monte Carlo Sampling:  Unconstrained Nonlinear Dynamic Systems

2004 ◽  
Vol 43 (14) ◽  
pp. 4012-4025 ◽  
Author(s):  
Wen-shiang Chen ◽  
Bhavik R. Bakshi ◽  
Prem K. Goel ◽  
Sridhar Ungarala
Keyword(s):  
Monte Carlo ◽  
Bayesian Estimation ◽  
Dynamic Systems ◽  
Nonlinear Dynamic ◽  
Sequential Monte Carlo ◽  
Monte Carlo Sampling ◽  
Nonlinear Dynamic Systems

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 Sampling for DSGE Models

2013 ◽  
Author(s):  
Edward Herbst ◽  
Frank Schorfheide
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Monte Carlo Sampling ◽  
Dsge Models

scholarly journals Advanced interacting sequential Monte Carlo sampling for inverse scattering

2013 ◽  
Vol 29 (9) ◽  
pp. 095014 ◽  
Author(s):  
F Giraud ◽  
P Minvielle ◽  
P Del Moral
Keyword(s):  
Monte Carlo ◽  
Inverse Scattering ◽  
Sequential Monte Carlo ◽  
Monte Carlo Sampling
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