Efficient Parameter Inference for Lévy State Space Models Through GPU-Accelerated Particle MCMC.

Wed, 01 Jan 2025 00:00:00 +0100

Tim Hargreaves, Bill Z. Lin, Simon J. Godsill, Hong Ge:
Efficient Parameter Inference for Lévy State Space Models Through GPU-Accelerated Particle MCMC. FUSION 2025: 1-9