sequential Monte Carlo method
GPTKB entity
Statements (23)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:alsoKnownAs |
particle filter
|
| gptkbp:appliesTo |
gptkb:signal_processing
computer vision robotics econometrics |
| gptkbp:basedOn |
gptkb:Monte_Carlo_method
|
| gptkbp:category |
computational statistics
|
| gptkbp:developedBy |
1990s
|
| https://www.w3.org/2000/01/rdf-schema#label |
sequential Monte Carlo method
|
| gptkbp:output |
set of weighted particles
|
| gptkbp:relatedTo |
gptkb:Kalman_filter
gptkb:Markov_chain_Monte_Carlo |
| gptkbp:requires |
random sampling
weighting of samples |
| gptkbp:usedFor |
time series analysis
Bayesian inference state estimation nonlinear filtering |
| gptkbp:uses |
importance sampling
resampling |
| gptkbp:bfsParent |
gptkb:Ensemble_Kalman_filter
|
| gptkbp:bfsLayer |
5
|