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Sequential Monte Carlo in Action

  • Jun S. Liu
Part of the Springer Series in Statistics book series (SSS)

Abstract

The previous chapter outlines a general Monte Carlo framework based on the sequential buildup strategy. Several essential elements are (a) the choice of the trial densities, (b) the resampling method, (c) the marginalization strategy, and (d) the rejection control. This chapter will illustrate how these generic strategies are applied to various application problems.

Keywords

Fading Channel Predictive Distribution Dirichlet Process Sequential Importance Sampler Motif Finding Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • Jun S. Liu
    • 1
  1. 1.Department of StatisticsHarvard UniversityCambridgeUSA

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