# Tag Archives: hidden Markov model

## Sequential Monte Carlo and the bootstrap filter

In the previous post I have outlined three possibilities for approximating the likelihood function of a state space model (SSM). That post is a required read to follow the topics treated here. I concluded with sequential importance sampling (SIS), which … Continue reading

## Monte Carlo sampling for likelihood approximation in state space models

In a previous post I have set the problem of estimating parameters for a state-space model (SSM). That post is a required read, also because I set some notation. My final goal is to show how to construct exact Bayesian … Continue reading

## State space models and intractable likelihoods

In this first series of posts, I introduce important tools to construct inference methods for the estimation of parameters in stochastic models. Stochastic models are characterized by randomness in their mathematical nature, and since at first I focus on models … Continue reading