Sökning: "Johan Westerborn"

Hittade 2 avhandlingar innehållade orden Johan Westerborn.

1. 1. On particle-based online smoothing and parameter inference in general hidden Markov models

   Författare :Johan Westerborn; Jimmy Olsson; Thomas Schön; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of two papers studying online inference in general hidden Markov models using sequential Monte Carlo methods.The first paper present an novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently perform online approximation of smoothed expectations of additive state functionals in general hidden Markov models. LÄS MER

3. 2. On particle-based online smoothing and parameter inference in general state-space models

   Författare :Johan Westerborn; Jimmy Olsson; Sumeetpal Singh; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis consists of 4 papers, presented in Paper A-D, on particle- based online smoothing and parameter inference in general state-space hidden Markov models.In Paper A a novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently performing online approxima- tion of smoothed expectations of additive state functionals in general hidden Markov models, is presented. LÄS MER