Abstract · State Space Models · Semi-Complete Data...

Jul 5, 2022 · We propose a novel efficient model-fitting algorithm for state space models. State space models are an intuitive and flexible class of ...

Jul 3, 2018 · Semi-Complete Data Augmentation for. Efficient State-Space Model Fitting. Agnieszka Borowska. University of Glasgow. Joint with: Ruth King.

Nov 6, 2021 · Improving the efficiency of data augmentation for state space models. Combining data augmentation with numerical integration in a Bayesian ...

The proposed semi-complete data augmentation algorithm is applied to different types of problems demonstrating efficiency gains in empirical studies.

Oct 11, 2022 · We present the model formulation, test it with simulations, quantify computational efficiency gains, and conclude with a real-life example.

We propose a novel efficient model-fitting algorithm for state space models. State space models are an intuitive and flexible class of models, ...

In this chapter, a Markov chain Monte Carlo (MCMC) method called the data augmentation (DA) algorithm is described, which combines numerical integration, ...

Missing: Semi- | Show results with:Semi-

Data augmentation methods are effective but are burdened with slow convergence times due to the increased dimension of the space they attempt to explore; Markov ...