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Topic: Dynamic nonlinear regression, use SMC?
Replies: 2   Last Post: Apr 20, 2007 1:03 PM

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Johann Hibschman

Posts: 5
Registered: 4/16/07
Re: Dynamic nonlinear regression, use SMC?
Posted: Apr 20, 2007 1:03 PM
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On Apr 19, 10:53 am, chris <chris_az...@yahoo.com> wrote:

> The SMC book edited by Doucet et al. remains the main reference on the subject.
> He also wrote a good paper on the subject if you don't want to buy the book
>
> http://www.cs.ubc.ca/~arnaud/doucet_godsill_andrieu_sequentialmonteca...


Thanks, that's a useful paper.

> As far as I know, it is. The new developments in SMC have been about how to use SMC in a context where there is no underlying dynamic model.

Interesting. How would that work?

-Johann




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