vSMC: Parallel Sequential Monte Carlo in C++
Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in physics and signal processing research. More recent developments have established their application in more general inference problem...
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Foundation for Open Access Statistics
2015-01-01
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| シリーズ: | Journal of Statistical Software |
| オンライン･アクセス: | http://www.jstatsoft.org/index.php/jss/article/view/2214 |