Class information for:
Level 1: SEQUENTIAL MONTE CARLO//MIXTURE KALMAN FILTER//STOCHASTIC VOLATILITY

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
9500 1082 26.0 47%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
1409 7552 DIRICHLET PROCESS//MARKOV CHAIN MONTE CARLO//BAYESIAN NONPARAMETRICS

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 SEQUENTIAL MONTE CARLO Author keyword 23 25% 7% 80
2 MIXTURE KALMAN FILTER Author keyword 13 80% 1% 8
3 STOCHASTIC VOLATILITY Author keyword 12 12% 9% 92
4 NON GAUSSIAN STATE SPACE MODELS Author keyword 9 83% 0% 5
5 SIMULATION SMOOTHING Author keyword 9 83% 0% 5
6 SIMULATION SMOOTHER Author keyword 8 70% 1% 7
7 MULTIVARIATE STOCHASTIC VOLATILITY Author keyword 7 53% 1% 10
8 STATE SPACE MODELS Author keyword 6 11% 5% 55
9 DYNAMIC LINEAR MODELS Author keyword 6 26% 2% 19
10 BAYESIAN FORECASTING Author keyword 5 23% 2% 20

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 SEQUENTIAL MONTE CARLO 23 25% 7% 80 Search SEQUENTIAL+MONTE+CARLO Search SEQUENTIAL+MONTE+CARLO
2 MIXTURE KALMAN FILTER 13 80% 1% 8 Search MIXTURE+KALMAN+FILTER Search MIXTURE+KALMAN+FILTER
3 STOCHASTIC VOLATILITY 12 12% 9% 92 Search STOCHASTIC+VOLATILITY Search STOCHASTIC+VOLATILITY
4 NON GAUSSIAN STATE SPACE MODELS 9 83% 0% 5 Search NON+GAUSSIAN+STATE+SPACE+MODELS Search NON+GAUSSIAN+STATE+SPACE+MODELS
5 SIMULATION SMOOTHING 9 83% 0% 5 Search SIMULATION+SMOOTHING Search SIMULATION+SMOOTHING
6 SIMULATION SMOOTHER 8 70% 1% 7 Search SIMULATION+SMOOTHER Search SIMULATION+SMOOTHER
7 MULTIVARIATE STOCHASTIC VOLATILITY 7 53% 1% 10 Search MULTIVARIATE+STOCHASTIC+VOLATILITY Search MULTIVARIATE+STOCHASTIC+VOLATILITY
8 STATE SPACE MODELS 6 11% 5% 55 Search STATE+SPACE+MODELS Search STATE+SPACE+MODELS
9 DYNAMIC LINEAR MODELS 6 26% 2% 19 Search DYNAMIC+LINEAR+MODELS Search DYNAMIC+LINEAR+MODELS
10 BAYESIAN FORECASTING 5 23% 2% 20 Search BAYESIAN+FORECASTING Search BAYESIAN+FORECASTING

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 SIMULATION SMOOTHER 16 47% 2% 25
2 IMPUTATIONS 14 60% 1% 15
3 STATE SPACE MODELS 11 13% 8% 85
4 LIKELIHOOD INFERENCE 9 25% 3% 31
5 SEQUENTIAL MONTE CARLO 9 21% 3% 36
6 SEQUENTIAL IMPUTATIONS 8 41% 1% 16
7 RESAMPLING ALGORITHMS 6 48% 1% 10
8 DYNAMIC LINEAR MODELS 5 47% 1% 8
9 WISHART PROCESSES 4 67% 0% 4
10 SIMULTANEOUS SYSTEM 3 57% 0% 4

Journals

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
An overview of existing methods and recent advances in sequential Monte Carlo 2007 225 49 55%
Particle Markov chain Monte Carlo methods 2010 164 54 41%
Fight sample degeneracy and impoverishment in particle filters: A review of intelligent approaches 2014 6 53 53%
Computational methods for complex stochastic systems: a review of some alternatives to MCMC 2008 26 77 27%
Estimation methods for stochastic volatility models: A survey 2004 35 77 45%
ROBUST RECURSIVE ESTIMATION IN THE PRESENCE OF HEAVY-TAILED OBSERVATION NOISE 1994 34 33 36%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ.
in class
1 PL STAT ECONOMETR 3 43% 0.6% 6
2 ECONOMETR FEWEB 2 67% 0.2% 2
3 ENTERPRISE RISK MANAGEMENT 1 50% 0.2% 2
4 ESCUELA UNIV EMP ARIALES 1 100% 0.2% 2
5 UMR MATH INFORMAT STAT ENVIRONM AGRON 1 100% 0.2% 2
6 SIM KEE BOON FINANCIAL ECON 1 27% 0.4% 4
7 POLITECN COPPE 1 30% 0.3% 3
8 AUGMENTED VIS 1 40% 0.2% 2
9 FLO LEMUS 1 27% 0.3% 3
10 AUTOMATED ROBOT NDT 1 33% 0.2% 2

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000221521 NAV ENGN//RANDOM WEIGHTING ESTIMATION//MOVING HORIZON ESTIMATION
2 0.0000180381 COUPLING FROM THE PAST//ADAPTIVE MARKOV CHAIN MONTE CARLO//GEOMETRIC ERGODICITY
3 0.0000148748 NONLINEAR DRIFT//NONLINEAR FILTERING//FINITE DIMENSIONAL FILTER
4 0.0000122368 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS//TARGET TRACKING//PROBABILITY HYPOTHESIS DENSITY FILTER
5 0.0000112684 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE
6 0.0000112357 INTRINSIC PRIORS//BAYES FACTOR//INTRINSIC BAYES FACTOR
7 0.0000106194 SEASONAL ADJUSTMENT//X 11//INNOVATION OUTLIER
8 0.0000093586 APPROXIMATE BAYESIAN COMPUTATION//LIKELIHOOD FREE INFERENCE//LIKELIHOOD FREE METHODS
9 0.0000078890 TIME DEPENDENT ARMA MODELS//FUNCTIONAL SERIES MODELS//SERV ONDES SIGNAUX
10 0.0000077622 UNIT AUTOREGRESSIVE ROOTS//GENERAL TO SPECIFIC MODELLING//OOMPH