Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC

Simo Särkkä, Jouni Hartikainen, Isambi Sailon Mbalawata, Heikki Haario

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@article{b6edfc009a8746169f229bb6df336736,

title = "Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC",

author = "Simo S{\"a}rkk{\"a} and Jouni Hartikainen and Mbalawata, {Isambi Sailon} and Heikki Haario",

year = "2015",

doi = "10.1007/s11222-013-9441-1",

language = "English",

volume = "25",

pages = "427--437",

journal = "STATISTICS AND COMPUTING",

issn = "0960-3174",

number = "2",

}

TY - JOUR

T1 - Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC

AU - Särkkä, Simo

AU - Hartikainen, Jouni

AU - Mbalawata, Isambi Sailon

AU - Haario, Heikki

PY - 2015

Y1 - 2015

U2 - 10.1007/s11222-013-9441-1

DO - 10.1007/s11222-013-9441-1

M3 - Article

VL - 25

SP - 427

EP - 437

JO - STATISTICS AND COMPUTING

JF - STATISTICS AND COMPUTING

SN - 0960-3174

IS - 2

ER -