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： 2015-12-31
上传用户：225588
This a translation of the ToyFDTD c code available from the web site http://www.borg.umn.edu/toyfdtd/ToyFDTD1.html This SOME optimization to use MATLAB matrix notation. Others may find a way to further optimize the nested loops.
标签： translation available the ToyFDTD
上传时间： 2013-12-07
上传用户：daoxiang126
We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the system needed to solve for each particle and ii) the factorization of the transition probability which allows the Rao-Blackwellization of the filtering step. Both simplifications can be implemented using the coarse projective integration framework. The resulting particle filter is faster and has smaller variance than the particle filter based on the original system. The convergence of the new particle filter to the analytical filter for the original system is proved and SOME numerical results are provided.
标签： construction separation time-scale particle
上传时间： 2016-01-02
上传用户：fhzm5658
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
In this paper, a new family of Cassinian wave-guides is proposed, simulating and calculation are finished with CST Microwave Studio that based on Finite Integral Technique (FIT), and SOME results are given. Electromagnetic field mode type of it is TE, electromagnetic field is stronger near neck region, and SOME resonance frequencies appear. The new Cassinian curve wave-guides will possess higher power than ones of the rectangular and elliptic wave-guides because the height at the position where maximal electric field occurs is smaller.
标签： calculation wave-guides simulating Cassinian
上传时间： 2014-01-18
上传用户：netwolf
This section describes the eSOAP toolkit demo package. It consists of the eSOAP runtime for MS Windows, the demo version of the esoapcg compiler and SOME source code examples to help developers learning how to use the toolkit ( run-time ) and how to specify service interfaces using the esoap code generator (esaopcg).
标签： eSOAP describes the consists
上传时间： 2013-12-26
上传用户：aig85
f your application uses MFC in a shared DLL, and your application is in a language other than the operating system s current language, you will need to copy the corresponding localized resources MFC42XXX.DLL from the Microsoft Visual C++ CD-ROM onto the system or system32 directory, and rename it to be MFCLOC.DLL. ("XXX" stands for the language abbreviation. For example, MFC42DEU.DLL contains resources translated to German.) If you don t do this, SOME of the UI elements of your application will remain in the language of the operating system.
标签： application your language shared
上传时间： 2013-12-24
上传用户：thuyenvinh
Returns weighted percentiles of a sample given the weight vector w ％ The idea is to give more emphasis in SOME examples of data as compared to ％ others by giving more weight. For example, we could give lower weights to ％ the outliers. ％ The motivation to write this function is to compute percentiles for Monte ％ Carlos simulations where SOME simulations are very bad (in terms of goodness ％ of fit between simulated and actual value) than the others and to give ％ the lower weights based on SOME goodness of fit criteria.
标签： percentiles weighted Returns sample
上传时间： 2016-01-28
上传用户：小儒尼尼奥
This book enunciates and illustrates features and basic principles of C++. It is aimed at experienced C users who wish to learn C++. It can also be interesting for beginner C++ users who leaved out SOME possibilities of the language.
标签： illustrates enunciates principles and
上传时间： 2014-02-16
上传用户：aix008
ASP开发指南,里面的西很不错的哟.This book is for anyone who wants to learn about using .NET for web interface design. Beginner or hobbyist .NET developers can certainly get a good foundation of .NET web interface design by going through this book from cover to cover. However, more seasoned .NET professionals, especially if they tend to steer away from the GUI of their projects, can also pick up a thing or two by focusing on certain chapters that appeal to them. This book is meant to take a reader from the beginning of a project to the completion of the interface design. Along the way, concepts are illustrated to show how the different pieces play together. So, anyone who really wants to understand the concepts presented in this book will be able to do so by reading the entire thing. However, this book should also serve as a good reference after you have read it or, in SOME cases, in place of reading it.
标签： for interface anyone about
上传时间： 2016-02-16
上传用户：sjyy1001
