Sequential Monte Carlo in Action
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.
KeywordsFading Channel Predictive Distribution Dirichlet Process Sequential Importance Sampler Motif Finding Problem
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