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Doucet, de Freitas, Gordon - An Introduction To Sequential Monte Carlo Methods

Bayesian methods allow inferences to be made about unknown quantities by using prior distributions and updating them based on observed data via Bayes' rule. Computational techniques like Markov chain Monte Carlo and variational inference can be used to approximate posterior distributions when direct calculation is intractable. Recent advances in simulation-based methods like particle filtering and sequential Monte Carlo have improved our ability to model complex, high-dimensional processes involving non-Gaussianity, nonlinearity, and non-stationarity.

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231 views

Doucet, de Freitas, Gordon - An Introduction To Sequential Monte Carlo Methods

Bayesian methods allow inferences to be made about unknown quantities by using prior distributions and updating them based on observed data via Bayes' rule. Computational techniques like Markov chain Monte Carlo and variational inference can be used to approximate posterior distributions when direct calculation is intractable. Recent advances in simulation-based methods like particle filtering and sequential Monte Carlo have improved our ability to model complex, high-dimensional processes involving non-Gaussianity, nonlinearity, and non-stationarity.

Uploaded by

evgenia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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