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The application of the NTM method in nonlinear Bayesian dynamic models. (Chinese. English summary) Zbl 1174.65303

Summary: This paper reports a new method to deal with nonlinear Bayesian dynamic models by using the NTM method, and gives a recursive formulation and the numerical character of the variables. The method is more efficient and accurate than the Monte Carlo’s method.

MSC:

65C20 Probabilistic models, generic numerical methods in probability and statistics
93A30 Mathematical modelling of systems (MSC2010)
62C10 Bayesian problems; characterization of Bayes procedures
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