Monte Carlo State-Space Likelihoods by Weighted Posterior Kernel Density Estimation
通过加权后验核密度估计计算状态空间蒙特卡洛似然
Maximum likelihood estimation and likelihood ratio tests for nonlinear, non-Gaussian state-space models require numerical integration for likelihood calculations. Several methods, including Monte Carlo (MC) expectation maximization, MC likelihood ratios, direct MC integration, and particle filter likelihoods, are inefficient for the motivating problem of stage-structured population dynamics models in experimental settings. An MC kernel likelihood (MCKL) method is presented…