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bssm Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R
J Helske, M Vihola - arXiv preprint arXiv:2101.08492, 2021 - arxiv.org
… The pomp package provides several simulation-based inference methods mainly based on iterated filtering and maximum likelihood, whereas rbi is typically used for Bayesian …
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… The pomp package provides several simulation-based inference methods mainly based on iterated filtering and maximum likelihood, whereas rbi is typically used for Bayesian …