Browsing by Author "Niemi, Jarad"
Now showing items 1-2 of 2
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Adaptive Mixture Modelling Metropolis Methods for Bayesian Analysis of Non-linear State-Space Models.
(J Comput Graph Stat, 2010-06-01)We describe a strategy for Markov chain Monte Carlo analysis of non-linear, non-Gaussian state-space models involving batch analysis for inference on dynamic, latent state variables and fixed model parameters. The key innovation ... -
Bayesian Analysis and Computational Methods for Dynamic Modeling
(2009)Dynamic models, also termed state space models, comprise an extremely rich model class for time series analysis. This dissertation focuses on building state space models for a variety of contexts and computationally efficient ...
