方法证据记录
Robust Sequential Monte Carlo
Robust Sequential Monte Carlo (Robust SMC) extends standard particle filtering to handle outliers, heavy-tailed noise, and model misspecification in sequential data. By replacing Gaussian likelihood assumptions with heavier-tailed distributions or employing outlier-detection strategies during particle weighting, it maintains accurate state-tracking and parameter estimation even when observations deviate from the assumed model.
源记录
引文逐字复制自方法源记录。这些引文不代表任何层级的验证。
Robust Sequential Monte Carlo Methods
分类方法记录 · bayesian / bayesian
- Ristic, B., Arulampalam, S., & Gordon, N. (2004). Beyond the Kalman Filter: Particle Filters for Tracking Applications. Artech House. · ISBN 978-1580536318
- Akyildiz, O. D., & Miguez, J. (2020). Nudging the particle filter. Statistics and Computing, 30(2), 315-336. · DOI 10.1007/s11222-019-09884-y
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