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Bayesian Inference of State Space Models with the bssm Package

Helske, Jouni; Vihola, Matti


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  <identifier identifierType="DOI">10.5281/zenodo.573741</identifier>
  <creators>
    <creator>
      <creatorName>Helske, Jouni</creatorName>
      <givenName>Jouni</givenName>
      <familyName>Helske</familyName>
      <affiliation>University of Jyväskylä</affiliation>
    </creator>
    <creator>
      <creatorName>Vihola, Matti</creatorName>
      <givenName>Matti</givenName>
      <familyName>Vihola</familyName>
      <affiliation>University of Jyväskylä</affiliation>
    </creator>
  </creators>
  <titles>
    <title>Bayesian Inference of State Space Models with the bssm Package</title>
  </titles>
  <publisher>Zenodo</publisher>
  <publicationYear>2017</publicationYear>
  <dates>
    <date dateType="Issued">2017-05-10</date>
  </dates>
  <resourceType resourceTypeGeneral="Software"/>
  <alternateIdentifiers>
    <alternateIdentifier alternateIdentifierType="url">https://zenodo.org/record/573741</alternateIdentifier>
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  <relatedIdentifiers>
    <relatedIdentifier relatedIdentifierType="URL" relationType="IsSupplementTo">https://github.com/helske/bssm/tree/v0.0.75</relatedIdentifier>
    <relatedIdentifier relatedIdentifierType="URL" relationType="IsSupplementedBy">https://arxiv.org/abs/1609.02541</relatedIdentifier>
    <relatedIdentifier relatedIdentifierType="DOI" relationType="IsVersionOf">10.5281/zenodo.591296</relatedIdentifier>
    <relatedIdentifier relatedIdentifierType="URL" relationType="IsPartOf">https://zenodo.org/communities/zenodo</relatedIdentifier>
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  <version>v0.0.75</version>
  <rightsList>
    <rights rightsURI="info:eu-repo/semantics/openAccess">Open Access</rights>
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  <descriptions>
    <description descriptionType="Abstract">&lt;p&gt;Efficient methods for Bayesian inference of state space models via particle Markov chain Monte Carlo and importance sampling type corrected Markov chain Monte Carlo. Currently supports models with Gaussian, Poisson, binomial, or negative binomial observation densities and Gaussian state dynamics, as well as general non-linear Gaussian models.&lt;/p&gt;</description>
    <description descriptionType="Other">Funded by Academy of Finland grant 284513, "Exact approximate Monte Carlo methods for complex Bayesian inference".</description>
  </descriptions>
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