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Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters

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  • Simon Godsill
  • Arnaud Doucet
  • Mike West

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Suggested Citation

  • Simon Godsill & Arnaud Doucet & Mike West, 2001. "Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(1), pages 82-96, March.
    • Handle: RePEc:spr:aistmt:v:53:y:2001:i:1:p:82-96
    DOI: 10.1023/A:1017968404964
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    References listed on IDEAS

    as
    1. Aguilar, Omar & West, Mike, 2000. "Bayesian Dynamic Factor Models and Portfolio Allocation," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 338-357, July.
    2. Simon J. Godsill, 1997. "Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes," International Statistical Review, International Statistical Institute, vol. 65(1), pages 1-21, April.
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    Cited by:

    1. Felix Abramovich & Vadim Grinshtein, 2013. "Estimation of a sparse group of sparse vectors," Biometrika, Biometrika Trust, vol. 100(2), pages 355-370.

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