Parameter estimation by a Markov chain Monte Carlo technique for the Candy model

被引：1

作者：

Descombes, X ^{[1
]}

van Lieshout, MNM ^{[1
]}

Stoica, R ^{[1
]}

Zerubia, J ^{[1
]}

机构：

[1] INRIA, CNRS UNSA INRIA Joint Res Grp, F-06902 Sophia Antipolis, France

来源：

2001 IEEE WORKSHOP ON STATISTICAL SIGNAL PROCESSING PROCEEDINGS | 2001年

关键词：

D O I：

10.1109/SSP.2001.955212

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper presents a parameter estimation method for the Candy model based on Monte Carlo approximation of the likelihood function. In order to produce such an approximation a Metropolis-Hastings style algorithm [3] for simulating the Candy model [10, 11] is introduced.

引用

页码：22 / 25

页数：4

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