Results 11 to 20 of about 135,414 (287)

A Sequential Monte Carlo Method for Motif Discovery [PDF]

open access: yesIEEE Transactions on Signal Processing, 2008
Publication in the conference proceedings of EUSIPCO, Florence, Italy ...
Kuo-ching Liang   +2 more
openaire   +4 more sources

Properties of Marginal Sequential Monte Carlo Methods

open access: yesStatistics & Probability Letters, 2023
We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial Intelligence, pp.
Francesca R. Crucinio, Adam M. Johansen
openaire   +4 more sources

A randomized multi-index sequential Monte Carlo method

open access: yesStatistics and Computing, 2022
Abstract We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution.
Xinzhu Liang   +3 more
openaire   +2 more sources

The field of sequential Monte Carlo methods [PDF]

open access: yesMathematica Applicanda, 2018
Celem pracy jest zaprezentowanie idei metod filtracji opartych na sekwencyjnej metodzie Monte Carlo, w literaturze nazywanych rowniez metodami filtru cząsteczkowego oraz odniesienia do odpowiedniej literatury. Istote omawianych algorytmow przedstawiamy rozwazając problem estymacji silnie nieliniowych i niegaussowskich modeli przestrzeni stanow.
Katarzyna Brzozowska–Rup   +1 more
openaire   +1 more source

Generalised linear mixed model analysis via sequential Monte Carlo sampling [PDF]

open access: yes, 2008
We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely difficult ...
D S. Leslie   +5 more
core   +6 more sources

Reliability Assessment of Power Systems with Photovoltaic Power Stations Based on Intelligent State Space Reduction and Pseudo-Sequential Monte Carlo Simulation

open access: yesEnergies, 2018
As the number and capacity of photovoltaic (PV) power stations increase, it is of great significance to evaluate the PV-connected power systems in an effective, reasonable, and quick way.
Wenxia Liu   +5 more
doaj   +1 more source

Sequential change-point detection in a multinomial logistic regression model

open access: yesOpen Mathematics, 2020
Change-point detection in categorical time series has recently gained attention as statistical models incorporating change-points are common in practice, especially in the area of biomedicine.
Li Fuxiao, Chen Zhanshou, Xiao Yanting
doaj   +1 more source

INVESTIGATION OF BIOLOGICAL OBJECTS IN OPTICAL COHERENCE TOMOGRAPHY WITH DATA PROCESSING BY SEQUENTIAL MONTE CARLO METHOD [PDF]

open access: yesНаучно-технический вестник информационных технологий, механики и оптики, 2014
A possibility of sequential Monte Carlo method application for data processing in the full-field optical coherent tomography for studying of biological objects is demonstrated.
M. A. Volynsky   +2 more
doaj  

Bayesian Modelling, Monte Carlo Sampling and Capital Allocation of Insurance Risks

open access: yesRisks, 2017
The main objective of this work is to develop a detailed step-by-step guide to the development and application of a new class of efficient Monte Carlo methods to solve practically important problems faced by insurers under the new solvency regulations ...
Gareth W. Peters   +2 more
doaj   +1 more source

Fast protein loop sampling and structure prediction using distance-guided sequential chain-growth Monte Carlo method. [PDF]

open access: yesPLoS Computational Biology, 2014
Loops in proteins are flexible regions connecting regular secondary structures. They are often involved in protein functions through interacting with other molecules.
Ke Tang, Jinfeng Zhang, Jie Liang
doaj   +1 more source

Home - About - Disclaimer - Privacy