Optimal filtering for partially observed point processes using trans-dimensional sequential Monte Carlo
Continuous-time marked point processes appear in many areas of science and engineering including queuing theory, seismology, neuroscience and finance. In numerous applications, these point processes are unobserved but actually drive an observation process. Here, we are interested in optimal sequenti...
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2006
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Optimal filtering for partially observed point processes using trans-dimensional sequential Monte Carlo
Published 2006
Conference item
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Optimal filtering for partially observed point processes using trans-dimensional sequential Monte Carlo
Published 2006
Conference item