Results 11 to 20 of about 1,412,360 (277)
An Adaptive Sequential Monte Carlo Sampler [PDF]
Bayesian Analysis, 2013 41 pages, 1 ...
Fearnhead, Paul, Taylor, Benjamin M.
core +9 more sources
SMCTC: Sequential Monte Carlo in C++ [PDF]
Journal of Statistical Software, 2009 Sequential Monte Carlo methods are a very general class of Monte Carlo methodsfor sampling from sequences of distributions. Simple examples of these algorithms areused very widely in the tracking and signal processing literature.
Adam M. Johansen
doaj +2 more sources
Data of simulation model for photovoltaic system's maximum power point tracking using sequential Monte Carlo algorithm [PDF]
Data in BriefThis article outlines the input data and partial shading conditions employed in the replication model of Sequential Monte Carlo (SMC)-based tracking techniques for photovoltaic (PV) systems.
Alhaj-Saleh A. Odat +3 more
doaj +2 more sources
An Invitation to Sequential Monte Carlo Samplers
Journal of the American Statistical Association, 2022 37 pages, 8 figures; small typos ...
Chenguang Dai +2 more
exaly +4 more sources
Bayesian estimation of scaled mutation rate under the coalescent: a sequential Monte Carlo approach [PDF]
BMC Bioinformatics, 2017 Background Samples of molecular sequence data of a locus obtained from random individuals in a population are often related by an unknown genealogy. More importantly, population genetics parameters, for instance, the scaled population mutation rate Θ=4N ...
Oyetunji E. Ogundijo, Xiaodong Wang
doaj +2 more sources
Mobility Tracking in Cellular Networks with Sequential Monte Carlo Filters [PDF]
, 2005 This paper considers mobility tracking in wireless communication networks based on received signal strength indicator measurements. Mobility tracking involves on-line estimation of the position and speed of a mobile unit.
Angelova, D. +3 more
core +5 more sources
High performance Monte Carlo computation for finance risk data analysis [PDF]
, 2013 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Finance risk management has been playing an increasingly important role in the finance sector, to analyse finance data and to prevent any potential crisis ...
Zhao, Yu
core +7 more sources
Controlled sequential Monte Carlo [PDF]
The Annals of Statistics, 2020 Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in statistics and related fields; e.g.
Heng, J +3 more
openaire +3 more sources
Sequentially Constrained Monte Carlo [PDF]
Computational Statistics & Data Analysis, 2016 Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model, transformation of constraints into features on the parameter space may not be possible.
Shirin Golchi, David A. Campbell
openaire +3 more sources
CoRR, 2022 We introduce CriticSMC, a new algorithm for planning as inference built from a composition of sequential Monte Carlo with learned Soft-Q function heuristic factors. These heuristic factors, obtained from parametric approximations of the marginal likelihood ahead, more effectively guide SMC towards the desired target distribution, which is particularly ...
Vasileios Lioutas +8 more
openaire +3 more sources