IEEE - Institute of Electrical and Electronics Engineers, Inc. - Particle metropolis hastings using Langevin dynamics

ICASSP 2013 - IEEE International Conference on Acoustics, Speech and Signal Processing

Author(s): Johan Dahlin ; Fredrik Lindsten ; Thomas B. Schon
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2013
Conference Location: Vancouver, BC, Canada
Conference Date: 26 May 2013
Page(s): 6,308 - 6,312
ISBN (Electronic): 978-1-4799-0356-6
ISSN (Paper): 1520-6149
DOI: 10.1109/ICASSP.2013.6638879
Regular:

Particle Markov Chain Monte Carlo (PMCMC) samplers allow for routine inference of parameters and states in challenging nonlinear problems. A common choice for the parameter proposal is a simple... View More

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