Filtering Methods for Mixture Models

Fearnhead, Paul, Meligkotsidou, Loukia . Journal of Computational and Graphical Statistics 2007. 16 (3) :586-607

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Bibtex

@article{CIS-215391,
  Author = {Fearnhead, Paul and Meligkotsidou, Loukia},
  Title = {Filtering Methods for Mixture Models},
  Journal = {Journal of Computational and Graphical Statistics},
  Volume = {16},
  Number = {3},
  Year = {2007},
  Pages = {586--607},
  Keywords = {Direct simulation, Importance sampling, Gibbs sampler, Rejection sampling, perfect simulation, particle filters}
}

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