In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed.We showin particular how to incorporate local linearisation methods similar to those which have previously been employed in the deterministic filtering literature these lead to very effective importance distributions. Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of the analytic structure present in some important classes of state-space models. In a final section we develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
标签： sequential simulation posterior overview
上传时间： 2015-12-30
上传用户：225588
The need for accurate monitoring and analysis of sequential data arises in many scientic, industrial and nancial problems. Although the Kalman lter is effective in the linear-Gaussian case, new methods of dealing with sequential data are required with non-standard models. Recently, there has been renewed interest in simulation-based techniques. The basic idea behind these techniques is that the current state of knowledge is encapsulated in a representative sample from the appropriate posterior distribution. As time goes on, the sample evolves and adapts recursively in accordance with newly acquired data. We give a critical review of recent developments, by reference to oil well monitoring, ion channel monitoring and tracking problems, and propose some alternative algorithms that avoid the weaknesses of the current methods.
标签： monitoring sequential industria accurate
上传时间： 2013-12-17
上传用户：familiarsmile
很全的中断手册。 INT 00 - CPU-generated - DIVIDE ERROR INT 01 - CPU-generated - SINGLE STEP (80386+) - DEBUGGING EXCEPTIONS INT 02 - external hardware - NON-MASKABLE INTERRUPT INT 03 - CPU-generated - BREAKPOINT INT 04 - CPU-generated - INTO DETECTED OVERFLOW INT 05 - PRINT SCREEN CPU-generated (80186+) - BOUND RANGE EXCEEDED INT 06 - CPU-generated (80286+) - INVALID OPCODE INT 07 - CPU-generated (80286+) - PROCESSOR EXTENSION NOT AVAILABLE INT 08 - IRQ0 - SYSTEM TIMER CPU-generated (80286+) . . .
标签： CPU-generated INT DIVIDE SINGLE
上传时间： 2013-12-27
上传用户：aa54
This program is copyrighted by it s author and you are granted a free license to use the program for non-commercial purposes. If you are interested in using the program for commercial purposes please contact Kevin W. Russell at CIS 71551,253 for licensing information.
标签： program copyrighted granted license
上传时间： 2016-02-18
上传用户：wangzhen1990
On Sunday, April 27, 2003, Fresno will celebrate Earth Day in downtown Fresno at Courthouse Park. The event will begin at noon. This year we will include music, speakers, and vendors, plus activities for children. Fresno Earth Day is recognized as the only Earth Day festival that happens in Fresno, and the largest in the Central Valley. The Fresno Earth Day Committee is a small group of environmental activists hoping to broaden the appeal of a better planet and environment. We are a non-profit organization whose fiscal fiduciary is the Fresno Center for Nonviolence.
标签： Fresno Courthouse celebrate downtown
上传时间： 2016-02-24
上传用户：cursor
Uniform random number generators by Agner Fog, 2001 - 2007 randomc.zip contains a C++ class library of uniform random number generators of good quality. The random number generators found in standard libraries are often of a poor quality, insufficient for large Monte Carlo calculations. This C++ implementation provides random number generators of a much better quality: Better randomness, higher resolution, and longer cycle lengths. The same random number generators are available as libraries coded in assembly language for higher speed. These libraries can be linked into projects coded in other programming languages under Windows, Linux, BSD, etc. The library files are available in the archive asmlib.zip. Non-uniform random number generators are provided in stocc.zip.
标签： generators contains Uniform randomc
上传时间： 2014-11-30
上传用户：royzhangsz
【下载说明】这里提供的是《》一书的CHm格式电子书下载。【内容简介】Ruby has been readily adopted by programmers in Japan and has had much documentation written for it in Japanese. As programmers outside of Japan learn about the benefits of Ruby, there is a growing need for documentation in English. The first book I wrote for O Reilly, Ruby Pocket Reference, was in Japanese. Since then Ruby has changed significantly. To meet the needs of non-Japanese programmers, we translated, updated, and expanded Ruby Pocket Reference into Ruby in a Nutshell.
标签： programmers has adopted readily
上传时间： 2014-01-14
上传用户：kikye
THIS DESIGN IS PROVIDED TO YOU "AS IS". XILINX MAKES AND YOU RECEIVE NO WARRANTIES OR CONDITIONS, EXPRESS, IMPLIED, STATUTORY OR OTHERWISE, AND XILINX SPECIFICALLY DISCLAIMS ANY IMPLIED WARRANTIES OF MERCHANTABILITY, NON-INFRINGEMENT, OR FITNESS FOR A PARTICULAR PURPOSE. This design has not been verified on hardware (as opposed to simulations), and it should be used only as an example design, not as a fully functional core. XILINX does not warrant the performance, functionality, or operation of this Design will meet your requirements, or that the operation of the Design will be uninterrupted or error free, or that defects in the Design will be corrected. Furthermore, XILINX does not warrant or make any representations regarding use or the results of the use of the Design in terms of correctness, accuracy, reliability or otherwise.
标签： CONDITIONS WARRANTIES YOU PROVIDED
上传时间： 2016-03-21
上传用户：1427796291
This document is a simplified version of the original. This version is not required to be treated as confidential and Non Disclosure Agreement with neither the 3C LLC nor the SDA is required. Reproduction in whole or in part is prohibited without prior written permission of SDA.
标签： version This simplified document
上传时间： 2014-12-08
上传用户：zhangyi99104144
PTypes (C++ Portable Types Library) is a simple alternative to the STL that includes multithreading and networking. It defines dynamic strings, variants, character sets, lists and other basic data types along with threads, synchronization objects, IP sockets and named pipes. PTypes also offers message queues as an alternative method of thread synchronization. Its main `target audience is developers of complex network daemons, robots or non-visual client/server applications of any kind
标签： multithreading alternative Portable includes
上传时间： 2016-03-25
上传用户：lz4v4
