Working paper
Learning and filtering via simulation: smoothly jittered particle filters.
- Abstract:
-
A key ingredient of many particle filters is the use of the sampling importance resampling algorithm (SIR), which transforms a sample of weighted draws from a prior distribution into equally weighted draws from a posterior distribution. We give a novel analysis of the SIR algorithm and analyse the jittered generalisation of SIR, showing that existing implementations of jittering lead to marked inferior behaviour over the base SIR algorithm. We show how jittering can be designed to improve t...
Expand abstract
Actions
Access Document
- Files:
-
-
(pdf, 439.4KB)
-
Why is the content I wish to access not available via ORA?
Bibliographic data (the information relating to research outputs) and full-text items (e.g. articles, theses, reports, etc.) arrive in ORA from several different sources. Unfortunately we are not able to make available the full-text for every research output.
Please contact the ORA team (
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
) if you have queries regarding unavailable content OR if you are aware of a full-text copy we can make available.
Content may be unavailable for the following four reasons
-
Version unsuitable
-
We have not obtained a suitable full-text for a given research output. See this page for more information.
-
Recently completed
-
Sometimes content is held in ORA but is unavailable for a fixed period of time to comply with the policies and wishes of rights holders.
-
Permissions
-
All content made available in ORA should comply with relevant rights, such as copyright. See this page for more information.
-
Clearance
-
Some thesis volumes scanned as part of the digitisation scheme funded by Dr Leonard Polonsky are currently unavailable due to sensitive material or uncleared third-party copyright content. We are attempting to contact authors whose theses are affected.
Alternative access to the full-text
You may be able to access the full-text directly from the publisher's website using the 'Publisher Copy' link in the 'Links & Downloads' box from a research output's ORA record page. This method may require an institutional or individual subscription to the journal/resource.
Authors
Bibliographic Details
- Publisher:
- Department of Economics (University of Oxford)
- Series:
- Discussion Paper Series
- Publication date:
- 2009-01-01
Item Description
- Language:
- English
- UUID:
-
uuid:48caed1d-b7a1-47e8-a2b1-5944d9b0741c
- Local pid:
- oai:economics.ouls.ox.ac.uk:14814
- Deposit date:
- 2011-08-16
Related Items
Terms of use
- Copyright date:
- 2009
If you are the owner of this record, you can report an update to it here: Report update to this record