|
Particle filter - Definition |
| Related Words: Adjectival, Adjective, Adverb, Adverbial, Atom, Bit, Butt, Chip, Clip, Clipping, Conjunction, Crumb, Cut, Cutting, Dab, Damn |
|
|
|
Also, known as Sequential Monte Carlo (SMC), particle filter methods 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.
References
- Sequential Monte Carlo Methods in Practice, by A Doucet, N de Freitas and N Gordon. Published by Springer.
|
|
|
