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文件名称:smctc-rc4

修正介绍说明

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Sequential Monte Carlo-Sequential Monte Carlo

Sequential Monte Carlo methods are a very general class of Monte Carlo methods

for sampling from sequences of distributions. Simple examples of these algorithms are

used very widely in the tracking and signal processing literature. Recent developments

illustrate that these techniques have much more general applicability, and can be applied

very effectively to statistical inference problems. Unfortunately, these methods are often

perceived as being computationally expensive and difficult to implement. This article

seeks to address both of these problems.

A C++ template class library for the efficient and convenient implementation of very

general Sequential Monte Carlo algorithms is presented. Two example applications are

provided: a simple particle filter for illustrative purposes and a state-of-the-art algorithm

for rare event estimation.
相关搜索： smctc particle filter sampling

(系统自动生成,下载前可以参看下载内容)

下载文件列表

smctc-1.0-rc4/
smctc-1.0-rc4/Changelog
smctc-1.0-rc4/msvc/
smctc-1.0-rc4/msvc/ReadMe.txt
smctc-1.0-rc4/msvc/smctc.vcproj
smctc-1.0-rc4/doc/
smctc-1.0-rc4/doc/html/
smctc-1.0-rc4/doc/latex/
smctc-1.0-rc4/doc/refman.pdf
smctc-1.0-rc4/Thanks
smctc-1.0-rc4/Makefile.in
smctc-1.0-rc4/src/
smctc-1.0-rc4/src/smc-exception.cc
smctc-1.0-rc4/src/doxygen/
smctc-1.0-rc4/src/doxygen/Doxyfile
smctc-1.0-rc4/src/doxygen/header.tex
smctc-1.0-rc4/src/doxygen/Makefile
smctc-1.0-rc4/src/history.cc
smctc-1.0-rc4/src/Makefile
smctc-1.0-rc4/src/rng.cc
smctc-1.0-rc4/examples/
smctc-1.0-rc4/examples/rare-events/
smctc-1.0-rc4/examples/rare-events/msvc/
smctc-1.0-rc4/examples/rare-events/msvc/rare-events.vcproj
smctc-1.0-rc4/examples/rare-events/markovchains/
smctc-1.0-rc4/examples/rare-events/markovchains/markovchain.h~
smctc-1.0-rc4/examples/rare-events/markovchains/markovchain.h
smctc-1.0-rc4/examples/rare-events/simfunctions.hh
smctc-1.0-rc4/examples/rare-events/simfunctions.cc
smctc-1.0-rc4/examples/rare-events/Makefile
smctc-1.0-rc4/examples/rare-events/main.cc
smctc-1.0-rc4/examples/pf/
smctc-1.0-rc4/examples/pf/msvc/
smctc-1.0-rc4/examples/pf/msvc/data.csv
smctc-1.0-rc4/examples/pf/msvc/pf.vcproj
smctc-1.0-rc4/examples/pf/data.csv
smctc-1.0-rc4/examples/pf/pffuncs.hh
smctc-1.0-rc4/examples/pf/pffuncs.cc
smctc-1.0-rc4/examples/pf/pfexample.cc
smctc-1.0-rc4/examples/pf/l
smctc-1.0-rc4/examples/pf/Makefile
smctc-1.0-rc4/examples/Makefile
smctc-1.0-rc4/include/
smctc-1.0-rc4/include/history.hh
smctc-1.0-rc4/include/moveset.hh
smctc-1.0-rc4/include/smc-exception.hh
smctc-1.0-rc4/include/smctc.hh
smctc-1.0-rc4/include/sampler.hh
smctc-1.0-rc4/include/rng.hh
smctc-1.0-rc4/include/particle.hh
smctc-1.0-rc4/Makefile
smctc-1.0-rc4/COPYING
smctc-1.0-rc4/smctc.sln
smctc-1.0-rc4/README.txt
smctc-1.0-rc4/bin/
smctc-1.0-rc4/lib/

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