Sökning: "sequential Monte Carlo"

Visar resultat 1 - 5 av 45 avhandlingar innehållade orden sequential Monte Carlo.

  1. 1. Sequential Monte Carlo methods for conjugate state-space models

    Författare :Anna Wigren; Fredrik Lindsten; Lawrence Murray; Riccardo Sven Risuleo; Simon Maskell; Uppsala universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sequential Monte Carlo; Particle filter; Markov chain Monte Carlo; Conjugacy; State-space model; Probabilistic programming; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

    Sammanfattning : Bayesian inference in state-space models requires the solution of high-dimensional integrals, which is intractable in general. A viable alternative is to use sample-based methods, like sequential Monte Carlo, but this introduces variance into the inferred quantities that can sometimes render the estimates useless. LÄS MER

  3. 2. Machine learning using approximate inference : Variational and sequential Monte Carlo methods

    Författare :Christian Andersson Naesseth; Thomas Schön; Fredrik Lindsten; Iain Murray; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : Automatic decision making and pattern recognition under uncertainty are difficult tasks that are ubiquitous in our everyday life. The systems we design, and technology we develop, requires us to coherently represent and work with uncertainty in data. LÄS MER

  4. 3. Correct and Efficient Monte Carlo Inference for Universal Probabilistic Programming Languages

    Författare :Daniel Lundén; David Broman; Lawrence Murray; Joakim Jaldén; Sam Staton; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Probabilistic programming languages; Compilers; Static program analysis; Monte Carlo inference; Operational semantics; Probabilistiska programmeringsspråk; Kompilatorer; Statisk programanalys; Monte Carlo-inferens; Operationell semantik; Informations- och kommunikationsteknik; Information and Communication Technology;

    Sammanfattning : Probabilistic programming languages (PPLs) allow users to express statistical inference problems that the PPL implementation then, ideally, solves automatically. In particular, PPL users can focus on encoding their inference problems, and need not concern themselves with the intricacies of inference. LÄS MER

  5. 4. Sequential Monte Carlo Filters and Integrated Navigation

    Författare :Per-Johan Nordlund; Fredrik Gustafsson; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : In this thesis we consider recursive Bayesian estimation in general, and sequential Monte Carlo filters in particular, applied to integrated navigation. Based on a large number of simulations of the model, the sequential Monte Carlo filter, also referred to as particle filter, provides an empirical estimate of the full posterior probability density of the system. LÄS MER

  7. 5. Accelerating Monte Carlo methods for Bayesian inference in dynamical models

    Författare :Johan Dahlin; Thomas B. Schön; Fredrik Lindsten; Richard Everitt; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Computational statistics; Monte Carlo; Markov chains; Particle filters; Machine learning; Bayesian optimisation; Approximate Bayesian Computations; Gaussian processes; Particle Metropolis-Hastings; Approximate inference; Pseudo-marginal methods;

    Sammanfattning : Making decisions and predictions from noisy observations are two important and challenging problems in many areas of society. Some examples of applications are recommendation systems for online shopping and streaming services, connecting genes with certain diseases and modelling climate change. LÄS MER