Bayesian Filtering and Smoothing, 2nd ed.Simo Särkkä and Lennart Svensson, Cambridge, UK, Cambridge University Press, 2023, xxx + 406 pp., $44.99(P), ISBN 978-1-108-92664-5.
Jaewoo Park · Journal of the American Statistical Association · 2023
Bayesian filtering and smoothing problems arise in a wide variety of scientific applications. Examples include susceptible-infected-recovered models for infectious disease data (Keeling and Rohani ...