In this article, we present an overview of methods for sequential simulation from posterior distributions. These methods are of particular interest in Bayesian filtering for discrete time dynamic models that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed that unifies many of the methods which have been proposed over the last few decades in several different scientific disciplines. Novel extensions to the existing methods are also proposed.We showin particular how to incorporate local linearisation methods similar to those which have previously been employed in the deterministic filtering literature these lead to very effective importance distributions. Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of the analytic structure present in some important classes of state-space models. In a final section we develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
標(biāo)簽: sequential simulation posterior overview
上傳時(shí)間: 2015-12-31
上傳用戶:225588
We present a particle filter construction for a system that exhibits time-scale separation. The separation of time-scales allows two simplifications that we exploit: i) The use of the averaging principle for the dimensional reduction of the system needed to solve for each particle and ii) the factorization of the transition probability which allows the Rao-Blackwellization of the filtering step. Both simplifications can be implemented using the coarse projective integration framework. The resulting particle filter is faster and has smaller variance than the particle filter based on the original system. The convergence of the new particle filter to the analytical filter for the original system is proved and some numerical results are provided.
標(biāo)簽: construction separation time-scale particle
上傳時(shí)間: 2016-01-02
上傳用戶:fhzm5658
VC6.0核心編程。主要涉及到windows消息,框架,mfc庫以及相關(guān)編程,com,activex技術(shù),數(shù)據(jù)庫技術(shù),網(wǎng)絡(luò)編程技術(shù)。為英文版本。 The 6.0 release of Visual C++ shows Microsoft s continued focus on Internet technologies and COM, which are key components of the new Windows Distributed interNet Application Architecture (DNA). In addition to supporting these platform initiatives, Visual C++ 6.0 also adds an amazing number of productivity-boosting features such as Edit And Continue, IntelliSense, AutoComplete, and code tips. These features take Visual C++ to a new level. We have tried to make sure that this book keeps you up to speed on the latest technologies being introduced into Visual C++.
上傳時(shí)間: 2016-01-02
上傳用戶:lmeeworm
radius協(xié)議源碼÷The Radius Stack will connect to a Radius Server. This stack implementation is built upon the UdpStack which is available in the radius{version}/util directory. A minimal set of VSAs (Vendor Specific Attributes are supported by this stack). The Radius Stack should be used as a base class. In order to implement a larger set of VSAs, one will need to subclass from the Radius Stack and implement the functionality within the virtual function processVsa(). The Radius Stack supports mostly accounting messages. The authentcation messages will be supported in a future release. A test program has been provided in the radius directory. This program shows how to subclass from the RadiusStack and how to use the api.
標(biāo)簽: Radius implementation connect radius
上傳時(shí)間: 2013-12-12
上傳用戶:壞天使kk
This forced me to write about more interesting and comprehensive sorting methods, the result of which is this one. Through this writing I have tried to give in-depth coverage of the entire sort algorithm I hope Peter wouldn t mind reading it. This article assumes that you really don t know about the iterations, looping, and so forth hence, it explains these in detail first.
標(biāo)簽: comprehensive interesting methods sorting
上傳時(shí)間: 2016-01-10
上傳用戶:athjac
We have a group of N items (represented by integers from 1 to N), and we know that there is some total order defined for these items. You may assume that no two elements will be equal (for all a, b: a<b or b<a). However, it is expensive to compare two items. Your task is to make a number of comparisons, and then output the sorted order. The cost of determining if a < b is given by the bth integer of element a of costs (space delimited), which is the same as the ath integer of element b. Naturally, you will be judged on the total cost of the comparisons you make before outputting the sorted order. If your order is incorrect, you will receive a 0. Otherwise, your score will be opt/cost, where opt is the best cost anyone has achieved and cost is the total cost of the comparisons you make (so your score for a test case will be between 0 and 1). Your score for the problem will simply be the sum of your scores for the individual test cases.
標(biāo)簽: represented integers group items
上傳時(shí)間: 2016-01-17
上傳用戶:jeffery
The problem of image registration subsumes a number of problems and techniques in multiframe image analysis, including the computation of optic flow (general pixel-based motion), stereo correspondence, structure from motion, and feature tracking. We present a new registration algorithm based on spline representations of the displacement field which can be specialized to solve all of the above mentioned problems. In particular, we show how to compute local flow, global (parametric) flow, rigid flow resulting from camera egomotion, and multiframe versions of the above problems. Using a spline-based description of the flow removes the need for overlapping correlation windows, and produces an explicit measure of the correlation between adjacent flow estimates. We demonstrate our algorithm on multiframe image registration and the recovery of 3D projective scene geometry. We also provide results on a number of standard motion sequences.
標(biāo)簽: image registration multiframe techniques
上傳時(shí)間: 2016-01-20
上傳用戶:520
I have a dream that I am always young. Then I will have enough energy to do everything whenever I want. Moreover, I don t have to worry about the old age during which I even can t take care of myself
標(biāo)簽: have everything whenever always
上傳時(shí)間: 2016-01-24
上傳用戶:whenfly
This the fourth edition of the Writing Device Drivers articles. This article will introduce the idea of device stacks and how devices interact with each other. We will use the previously created example device driver to demonstrate this topic. To do this we will introduce the idea of a “filter” driver in which we will create to attach to our own driver’s device stack.
標(biāo)簽: the This introduce articles
上傳時(shí)間: 2016-01-28
上傳用戶:CSUSheep
OpenSVM was developped under Visual C++ 6.0 SP6, You can open the workspace file(*.dsw) in the opensvm-src folder. The folder include the svm.h and svm.cpp which in the libsvm (Copyright (c) 2000-2007 Chih-Chung Chang and Chih-Jen Lin All rights reserved) in the opensvm-src\libsvm. However, the files svm.h and svm.cpp codes were copied/merged into stdafx.h and stdafx.cpp in order to support the development, and OpenSVM still use other codes of libsvm. So you can see the libsvm package in the source package. You can open and build it with Visual C++ 6.0. Note: the problems must be in LIBSVM format. OpenSVM project page: http://sourceforge.net/projects/opensvm If you had any question, please mail to: cloudbyron@gmail.com
標(biāo)簽: developped the workspace OpenSVM
上傳時(shí)間: 2016-01-30
上傳用戶:asdfasdfd
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