Modified efficient importance sampling for partially non‐Gaussian state space models

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Importance sampling for partially observed temporal epidemic models

We present an importance sampling algorithm that can produce realisations of Markovian epidemic models that exactly match observations, taken to be the number of a single event type over a period of time. The importance sampling can be used to construct an efficient particle filter that targets the states of a system and hence estimate the likelihood to perform Bayesian parameter inference. Whe...

متن کامل

Adaptive optimisation of importance sampling for multi-dimensional state space models with irregular resource boundaries

Simulation is the most flexible means for assessments of quality of service in complex, tightly coupled distributed systems such as telecommunication systems. A major problem with simulation is that it is very inefficient when the quality measures depend on the occurrence of rare events (e.g. cell losses or system failure). Importance sampling (IS) is a speed-up simulation technique that has be...

متن کامل

Efficient importance sampling for ML estimation of SCD models

The evaluation of the likelihood function of the stochastic conditional duration model requires to compute an integral that has the dimension of the sample size. We apply the efficient importance sampling method for computing this integral. We compare EIS-based ML estimation with QML estimation based on the Kalman filter. We find that EIS-ML estimation is more precise statistically, at a cost o...

متن کامل

Efficient Likelihood Estimation in State Space Models

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models. We first prove, under some regularity conditions, there is a consistent sequence of roots of the likelihood equation that is asymptotically normal with the inverse of the Fisher information as its va...

متن کامل

Estimation in hidden Markov models via efficient importance sampling

CHENG-DER FUH and INCHI HU 1 Graduate Institute of Statistics, National Central University, Chongli, Taiwan, Republic of China and Institute of Statistical Science, Academia Sinica, Nakang, Taipei 115, Taiwan, Republic of China. E-mail: [email protected] 2 Department of Information and Systems Management, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Honh Ko...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Statistica Neerlandica

سال: 2018

ISSN: 0039-0402,1467-9574

DOI: 10.1111/stan.12128