A General-Purpose Fixed-Lag No U-Turn Sampler for Nonlinear Non-Gaussian State Space Models
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DOI: 10.1109/taes.2024.3374720
Abstract: Particle filters (PFs) are commonly used sequential Monte Carlo (SMC) algorithms to process a never-ending stream of measurements relating to a nonlinear non-Gaussian state space model. Fixed-Lag SMC (FL-SMC) is an extension to the PF… read more here.
Keywords: turn sampler; gaussian state; nonlinear non; fixed lag ... See more keywords