Sequential Monte Carlo methods

URI: https://gptkb.org/entity/Sequential_Monte_Carlo_methods
GPTKB entity
Statements (32)
Predicate Object
gptkbp:instanceOf gptkb:statistical_analysis
gptkbp:alsoKnownAs particle filters
gptkbp:appliesTo gptkb:signal_processing
computer vision
robotics
econometrics
tracking problems
gptkbp:basedOn importance sampling
resampling
gptkbp:developedBy 1990s
gptkbp:handles nonlinear systems
non-Gaussian noise
gptkbp:improves gptkb:Rao-Blackwellization
adaptive resampling
gptkbp:limitation computational cost
particle degeneracy
gptkbp:notableFor auxiliary particle filter
bootstrap filter
sequential importance resampling
gptkbp:publishedIn gptkb:Doucet,_de_Freitas,_and_Gordon_(2001)_'Sequential_Monte_Carlo_Methods_in_Practice'
gptkbp:relatedTo gptkb:Kalman_filter
gptkb:Markov_chain_Monte_Carlo
Hidden Markov models
gptkbp:requires random sampling
weighting of samples
resampling step
gptkbp:usedFor Bayesian filtering
state estimation
approximate inference
gptkbp:bfsParent gptkb:Nicolas_Chopin
gptkbp:bfsLayer 7
https://www.w3.org/2000/01/rdf-schema#label Sequential Monte Carlo methods