An Introduction to Sequential Monte Carlo Methods
An Introduction to Sequential Monte Carlo Methods
Arnaud Doucet,Nando de Freitas,Neil J. Gordon
2001 · DOI: 10.1007/978-1-4757-3437-9_1
40 Citações
TLDR
Many real-world data analysis tasks involve estimating unknown quantities from some given observations, and all inference on the unknown quantities is based on the posterior distribution obtained from Bayes’ theorem.