Sökning: "Sumeetpal Singh"

Hittade 1 avhandling innehållade orden Sumeetpal Singh.

1. 1. 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