Title: Bayesian Inference of State Space Models with the bssm Package
Type Software Helske, Jouni, Vihola, Matti (2017): Bayesian Inference of State Space Models with the bssm Package. Zenodo. Software. https://zenodo.org/record/573741
Links
- Item record in Zenodo
- Digital object URL
Summary
Efficient methods for Bayesian inference of state space models via particle Markov chain Monte Carlo and importance sampling type corrected Markov chain Monte Carlo. Currently supports models with Gaussian, Poisson, binomial, or negative binomial observation densities and Gaussian state dynamics, as well as general non-linear Gaussian models.
More information
- DOI: 10.5281/zenodo.573741
Dates
- Publication date: 2017
- Issued: May 10, 2017
Notes
Other: Funded by Academy of Finland grant 284513, "Exact approximate Monte Carlo methods for complex Bayesian inference".Rights
- info:eu-repo/semantics/openAccess Open Access
Format
electronic resource
Relateditems
| Description | Item type | Relationship | Uri |
|---|---|---|---|
| IsSupplementTo | https://github.com/helske/bssm/tree/v0.0.75 | ||
| IsSupplementedBy | https://arxiv.org/abs/1609.02541 | ||
| IsVersionOf | https://doi.org/10.5281/zenodo.591296 | ||
| IsPartOf | https://zenodo.org/communities/zenodo |