particle filter (1) 썸네일형 리스트형 particle filter 튜토리얼 Particle filters, also known as sequential Monte Carlo methods (SMC), are sophisticated model estimation techniques based on simulation. They are usually used to estimate Bayesian models and are the sequential ('on-line') analogue of Markov chain Monte Carlo (MCMC) batch methods and are often similar to importance sampling methods. If well-designed, particle filters can be much faster than MCMC... 이전 1 다음