In this article, we present an overview of methods for sequential simulation from posterior distributions.
These methods are of particular interest in Bayesian filtering for discrete time dynamic models
that are typically nonlinear and non-Gaussian. A general importance sampling framework is developed
that unifies many of the methods which have been proposed over the last few decades in several
different scientific disciplines. Novel extensions to the existing methods are also proposed.We showin
particular how to incorporate local linearisation methods similar to those which have previously been
employed in the deterministic filtering literature these lead to very effective importance distributions.
Furthermore we describe a method which uses Rao-Blackwellisation in order to take advantage of
the analytic structure present in some important classes of state-space models. In a final section we
develop algorithms for prediction, smoothing and evaluation of the likelihood in dynamic models.
The need for accurate monitoring and analysis of sequential data arises in many scientic, industrial
and nancial problems. Although the Kalman lter is effective in the linear-Gaussian
case, new methods of dealing with sequential data are required with non-standard models.
Recently, there has been renewed interest in simulation-based techniques. The basic idea behind
these techniques is that the current state of knowledge is encapsulated in a representative
sample from the appropriate posterior distribution. As time goes on, the sample evolves and
adapts recursively in accordance with newly acquired data. We give a critical review of recent
developments, by reference to oil well monitoring, ion channel monitoring and tracking
problems, and propose some alternative algorithms that avoid the weaknesses of the current
methods.
This program is copyrighted by it s author and you are granted a free license
to use the program for non-commercial purposes. If you are interested in
using the program for commercial purposes please contact Kevin W. Russell
at CIS 71551,253 for licensing information.
On Sunday, April 27, 2003, Fresno will celebrate Earth Day in downtown Fresno at Courthouse Park. The event will begin at noon.
This year we will include music, speakers, and vendors, plus activities for children.
Fresno Earth Day is recognized as the only Earth Day festival that happens in Fresno, and the largest in the Central Valley.
The Fresno Earth Day Committee is a small group of environmental activists hoping to broaden the appeal of a better planet and environment. We are a non-profit organization whose fiscal fiduciary is the Fresno Center for Nonviolence.
Uniform random number generators
by Agner Fog, 2001 - 2007
randomc.zip contains a C++ class library of uniform random number generators of good quality.
The random number generators found in standard libraries are often of a poor quality, insufficient for large Monte Carlo calculations. This C++ implementation provides random number generators of a much better quality: Better randomness, higher resolution, and longer cycle lengths.
The same random number generators are available as libraries coded in assembly language for higher speed. These libraries can be linked into projects coded in other programming languages under Windows, Linux, BSD, etc. The library files are available in the archive asmlib.zip.
Non-uniform random number generators are provided in stocc.zip.
【下載說明】這里提供的是《》一書的CHm格式電子書下載。【內容簡介】Ruby has been readily adopted by programmers in Japan and has had much documentation written for it in Japanese. As programmers outside of Japan learn about the benefits of Ruby, there is a growing need for documentation in English. The first book I wrote for O Reilly, Ruby Pocket Reference, was in Japanese. Since then Ruby has changed significantly. To meet the needs of non-Japanese programmers, we translated, updated, and expanded Ruby Pocket Reference into Ruby in a Nutshell.
THIS DESIGN IS PROVIDED TO YOU "AS IS". XILINX MAKES AND YOU RECEIVE NO WARRANTIES OR CONDITIONS, EXPRESS, IMPLIED, STATUTORY OR OTHERWISE, AND XILINX SPECIFICALLY DISCLAIMS ANY IMPLIED WARRANTIES OF MERCHANTABILITY, NON-INFRINGEMENT, OR FITNESS FOR A PARTICULAR PURPOSE. This design has not been verified on hardware (as opposed to simulations), and it should be used only as an example design, not as a fully functional core. XILINX does not warrant the performance, functionality, or operation of this Design will meet your requirements, or that the operation of the Design will be uninterrupted or error free, or that defects in the Design will be corrected. Furthermore, XILINX does not warrant or make any representations regarding use or the results of the use of the Design in terms of correctness, accuracy, reliability or otherwise.
This document is a simplified version of the original. This version is not required to be treated as confidential
and Non Disclosure Agreement with neither the 3C LLC nor the SDA is required.
Reproduction in whole or in part is prohibited without prior written permission of SDA.
PTypes (C++ Portable Types Library) is a simple alternative to the STL that includes multithreading and networking. It defines dynamic strings, variants, character sets, lists and other basic data types along with threads, synchronization objects, IP sockets and named pipes. PTypes also offers message queues as an alternative method of thread synchronization. Its main `target audience is developers of complex network daemons, robots or non-visual client/server applications of any kind
