Bayesian estimation via sequential Monte Carlo sampling—Constrained dynamic systems

Lixin Lang; Wen-shiang Chen; Bhavik R. Bakshi; Prem K. Goel; Sridhar Ungarala

doi:10.1016/j.automatica.2007.02.012

Bayesian estimation via sequential Monte Carlo sampling—Constrained dynamic systems

Automatica ◽

10.1016/j.automatica.2007.02.012 ◽

2007 ◽

Vol 43 (9) ◽

pp. 1615-1622 ◽

Cited By ~ 71

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

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

Industrial & Engineering Chemistry Research ◽

10.1021/ie034010v ◽

2004 ◽

Vol 43 (14) ◽

pp. 4012-4025 ◽

Cited By ~ 57

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

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Bayesian Estimation by Sequential Monte Carlo Sampling: Application to High-Dimensional Nonlinear Dynamic Systems

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)31834-7 ◽

2004 ◽

Vol 37 (9) ◽

pp. 341-346 ◽

Cited By ~ 1

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 ◽

High Dimensional

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

SSRN Electronic Journal ◽

10.2139/ssrn.3573235 ◽

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

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Characterization of uncertainty in Bayesian estimation using sequential Monte Carlo methods

10.3990/1.9789036505260 ◽

2013 ◽

Author(s):

E.H Aoki

Keyword(s):

Monte Carlo ◽

Bayesian Estimation ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

Sequential Monte Carlo Methods

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Efficient Bayesian estimation for GARCH-type models via sequential Monte Carlo

10.5204/thesis.eprints.180752 ◽

2020 ◽

Author(s):

Dan Li

Keyword(s):

Monte Carlo ◽

Bayesian Estimation ◽

Sequential Monte Carlo

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Sequential Monte Carlo Sampling for DSGE Models

10.3386/w19152 ◽

2013 ◽

Cited By ~ 11

Author(s):

Edward Herbst ◽

Frank Schorfheide

Keyword(s):

Monte Carlo ◽

Sequential Monte Carlo ◽

Monte Carlo Sampling ◽

Dsge Models

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Particle Swarm Optimization Based Optimal Reliability Design of Composite Electric Power System Using Non-sequential Monte Carlo Sampling and Generalized Regression Neural Network

Swarm, Evolutionary, and Memetic Computing - Lecture Notes in Computer Science ◽

10.1007/978-3-319-03753-0_52 ◽

2013 ◽

pp. 580-589

Author(s):

R. Ashok Bakkiyaraj ◽

Narayanan Kumarappan

Keyword(s):

Neural Network ◽

Monte Carlo ◽

Particle Swarm Optimization ◽

Electric Power ◽

Sequential Monte Carlo ◽

Monte Carlo Sampling ◽

Electric Power System ◽

Generalized Regression Neural Network ◽

Swarm Optimization ◽

Reliability Design

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Sequential Monte Carlo Sampling for State Space Models

Robustness in Econometrics - Studies in Computational Intelligence ◽

10.1007/978-3-319-50742-2_2 ◽

2017 ◽

pp. 25-50

Author(s):

Mario V. Wüthrich

Keyword(s):

Monte Carlo ◽

State Space ◽

Sequential Monte Carlo ◽

Monte Carlo Sampling ◽

State Space Models

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On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations

2006 IEEE Nonlinear Statistical Signal Processing Workshop ◽

10.1109/nsspw.2006.4378811 ◽

2006 ◽

Cited By ~ 4

Author(s):

Simo Sarkka

Keyword(s):

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Sequential Monte Carlo ◽

Monte Carlo Sampling

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Advanced interacting sequential Monte Carlo sampling for inverse scattering

Inverse Problems ◽

10.1088/0266-5611/29/9/095014 ◽

2013 ◽

Vol 29 (9) ◽

pp. 095014 ◽

Cited By ~ 3

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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