[Seminario] RECORDATORIO Invitación Charla grupo de lectura aprendizaje de máquinas JUEVES 03 DE NOVIEMBRE A LAS 14:00 HRS.
Maria Ines
mrivera en dim.uchile.cl
Jue Nov 3 07:46:30 CLST 2016
Estimados Académicos y alumnos,
Se les recuerda que hoy Jueves 03 de Noviembre del 2016 a las 14:00
hrs, se realizará la charla del Grupo de lectura aprendizaje de
máquinas, en la Sala Multimedia del Sexto Piso, Beauchef 851, Torre Norte.
*_GLAM #7: _
*
*Sequential Monte Carlo Methods: Particle Filtering (Joaquín Rojas)*
*****Fecha: *3/11/16
*Lugar:* Sala multimedia piso 6, CMM
*hora: *1400
*Abstract:* We review the main sequential Monte Carlo methods existing
in the literature. In particular, we are interested in Bayesian
filtering of state-space models, with potentially nonlinear measurement
and transition functions, as well as non Gaussian innovations. We first
review the state-space framework and the filtering problem. We then
introduce importance sampling based methods for sequential updating of
the filtering distribution, such as the original bootstrap filter of
Gordon et. al. (1993), and the auxiliary particle filter of Pitt and
Shephard (1999). We discuss particle degeneracy and common problems
associated with particle filter implementation. Finally, we conclude
with a brief overview of recent contributions.
*Referencias: *
[1] Gordon, Salmond and Smith (1993): "A Novel Approach to Nonlinear and
Non-Gaussian Bayesian State Estimation", IEE Procedings
[2] Pitt and Shephard (1999): "Filtering Via Simulation: Auxiliary
Particle Filters", Journal of the American Statistical Association
Esperando contar con su presencia, les saluda,
Ma. Inés Rivera
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