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Journal of Computational and Graphical Statistics Volume 19, 2010 - Issue 2
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Markov Chain Monte Carlo

Adaptive Mixture Modeling Metropolis Methods for Bayesian Analysis of Nonlinear State-Space Models

Jarad Niemi Jarad Niemi is Assistant Professor, Department of Statistics & Applied Probability, University of California, Santa Barbara, Santa Barbara, CA 93106-3110 . Mike West is Arts & Sciences Professor of Statistical Science, Department of Statistical Science, Duke University, Durham, NC 27708-0251 .
&
Mike West Jarad Niemi is Assistant Professor, Department of Statistics & Applied Probability, University of California, Santa Barbara, Santa Barbara, CA 93106-3110 . Mike West is Arts & Sciences Professor of Statistical Science, Department of Statistical Science, Duke University, Durham, NC 27708-0251 .
Pages 260-280 | Received 01 Aug 2008, Published online: 01 Jan 2012

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Kai Cui & David B. Dunson. (2014) Generalized Dynamic Factor Models for Mixed-Measurement Time Series. Journal of Computational and Graphical Statistics 23:1, pages 169-191.
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Jouchi Nakajima & Mike West. (2013) Bayesian Analysis of Latent Threshold Dynamic Models. Journal of Business & Economic Statistics 31:2, pages 151-164.
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Ioanna Manolopoulou, MelanieP. Matheu, MichaelD. Cahalan, Mike West & ThomasB. Kepler. (2012) Bayesian Spatio-Dynamic Modeling in Cell Motility Studies: Learning Nonlinear Taxic Fields Guiding the Immune Response. Journal of the American Statistical Association 107:499, pages 855-865.
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Tiancheng Li, Haozhe Liang, Bing Xiao, Quan Pan & You He. (2023) Finite mixture modeling in time series: A survey of Bayesian filters and fusion approaches. Information Fusion 98, pages 101827.
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Sanha Noh. (2019) Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters. Computational Economics 56:4, pages 795-841.
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Pierre Thijssen & Sillas Hadjiloucas. 2020. State Estimation in Chemometrics. State Estimation in Chemometrics 213 257 .
Biao Yang, Jonathan R. Stroud & Gabriel Huerta. (2018) Sequential Monte Carlo Smoothing with Parameter Estimation. Bayesian Analysis 13:4.
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Julio Montecinos, Mustapha Ouhimmou & Satyaveer Chauhan. (2018) Waiting-time estimation in walk-in clinics. International Transactions in Operational Research 25:1, pages 51-74.
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Matteo Fasiolo, Natalya Pya & Simon N. Wood. (2016) A Comparison of Inferential Methods for Highly Nonlinear State Space Models in Ecology and Epidemiology. Statistical Science 31:1.
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Ali Radmehr & Abdorasoul Ghasemi. (2015) Error concealment via particle filter by Gaussian mixture modeling of motion vectors for H.264/AVC. Signal, Image and Video Processing 10:2, pages 311-318.
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Christopher K. Wikle & Mevin B. Hooten. (2010) A general science-based framework for dynamical spatio-temporal models. TEST 19:3, pages 417-451.
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INGUL BAEK & Sanha Noh. (2020) What are the Driving Forces of Economic Downturn during COVID-19?. SSRN Electronic Journal.
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Sanha Noh & INGUL BAEK. (2020) Real Business Cycles in Emerging Countries: The Role of Nonlinearity. SSRN Electronic Journal.
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Michael S. Johannes, Nick Polson & Seung M. Yae. (2009) Sequential Inference for Nonlinear Models using Slice Variables. SSRN Electronic Journal.
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