[pomp-announce] version 0.30-1 released
Aaron A. King
kingaa at umich.edu
Tue Jun 29 15:57:53 CEST 2010
pomp now includes an implementation of the approximate Bayesian Sequential
Monte Carlo algorithm of Liu & West (Liu, J. & West, M. (2001) Combining
Parameter and State Estimation in Simulation-Based Filtering in Doucet, A.; de
Freitas, N. & Gordon, N. J. (eds.) Sequential Monte Carlo Methods in Practice,
Springer, New York, pp. 197--224). This algorithm is implemented in the
method 'bsmc': see 'help(bsmc)' for details. Thanks to Matt Ferrari and
Michael Lavine for the implementation.
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