Záznam dôkazov metódy

Particle Filter

The particle filter, introduced by Gordon, Salmond, and Smith in 1993, is a sequential Monte Carlo algorithm that approximates the Bayesian filtering distribution for nonlinear and non-Gaussian state-space models. Rather than tracking a single best estimate, it maintains a cloud of N weighted random samples — particles — that collectively represent the full posterior distribution of a hidden state at each point in time as new observations arrive.

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Particle Filter (Sequential Monte Carlo)

Taxonomický záznam metódy · bayesian / bayesian

Gordon, N. J., Salmond, D. J., & Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proceedings F (Radar and Signal Processing), 140(2), 107–113. · DOI 10.1049/ip-f-2.1993.0015
Doucet, A., Godsill, S. J., & Andrieu, C. (2000). On sequential Monte Carlo sampling methods for Bayesian filtering. Statistics and Computing, 10(3), 197–208. · DOI 10.1023/A:1008935410038
Doucet, A., de Freitas, N., & Gordon, N. (Eds.). (2001). Sequential Monte Carlo Methods in Practice. Springer-Verlag. · ISBN 978-0-387-95146-1

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Same method familyBayesian Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyKalman Filtermachine-suggested · Relational suggestion, not evidence.Same method familyMCMCmachine-suggested · Relational suggestion, not evidence.See alsoState Space Modelmachine-suggested · Relational suggestion, not evidence.