๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models

โœ Scribed by Zhang, Hao Helen; Cheng, Guang; Liu, Yufeng

Book ID
126578895
Publisher
American Statistical Association
Year
2011
Tongue
English
Weight
437 KB
Volume
106
Category
Article
ISSN
0162-1459

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

A partially linearized sigma point filte
A partially linearized sigma point filter for latent state estimation in nonlinear time series models
โœ Paresh Date; Luka Jalen; Rogemar Mamon ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 491 KB

A new technique for the latent state estimation of a wide class of nonlinear time series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the prediction step using an exact moment-matching algori