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
关于non-reentrant函数和reentrant函数的理解及使用说明
标签： non-reentrant reentrant 函数 使用说明
上传时间： 2016-01-03
上传用户：wangchong
Local Lucene ==================== Provide geographical based searching to lucene in an efficent mannor Contents * Compiling from Source * Using local lucene Author: Patrick O Leary email: pjaol@pjaol.com A white paper on local lucenes usage is available http://www.nsshutdown.com/projects/lucene/whitepaper/locallucene.htm
标签： geographical searching efficent Provide
上传时间： 2013-12-21
上传用户：lepoke
For the development of non-contact smart card products, such as: reading and writing, charging machines, card readers, etc.!
标签： development non-contact charging products
上传时间： 2013-12-29
上传用户：561596
PCI Local Bus specification version 2.3 doc format: PDF language: English size: 2.7M
标签： specification language English version
上传时间： 2016-01-18
上传用户：牛津鞋
Code to run the Non-negative Matrix Factorization algorithm as presented in the Lee, Seung 1999 Nature paper.
标签： Factorization Non-negative algorithm presented
上传时间： 2016-01-19
上传用户：litianchu
Live for speed .ply local file buffer overflow 一个MSN的一个功能扩展的溢出漏洞的VC原代码
标签： overflow buffer speed local
上传时间： 2016-01-21
上传用户：qiaoyue
Learning Multi-scale Block Local Binary Patterns for Face Recognition”
标签： Multi-scale Recognition Learning Patterns
上传时间： 2016-02-11
上传用户：cursor
non-binary ldpc documents
标签： non-binary documents ldpc
上传时间： 2014-01-19
上传用户：lht618
new non-binary ldpc document
标签： non-binary document ldpc new
上传时间： 2013-12-11
上传用户：woshini123456
