About: Adaptive Importance Sampling in Particle Filtering

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Computational efficiency of the particle filter, as a method based on importance sampling, depends on the choice of the proposal density. Various default schemes, such as the bootstrap proposal, can be very inefficient in demanding applications. Adaptive particle filtering is a general class of algorithms that adapt the proposal function using the observed data. Adaptive importance sampling is a technique based on parametrization of the proposal and recursive estimation of the parameters. In this paper, we investigate the use of the adaptive importance sampling in the context of particle filtering. Specifically, we propose and test several options of parameter initialization and particle association. The technique is applied in a demanding scenario of tracking an atmospheric release of radiation. In this scenario, the likelihood of the observations is rather sharp and its evaluation is computationally expensive. Hence, the overhead of the adaptation procedure is negligible and the proposed adaptive technique clearly improves over non-adaptive methods. Computational efficiency of the particle filter, as a method based on importance sampling, depends on the choice of the proposal density. Various default schemes, such as the bootstrap proposal, can be very inefficient in demanding applications. Adaptive particle filtering is a general class of algorithms that adapt the proposal function using the observed data. Adaptive importance sampling is a technique based on parametrization of the proposal and recursive estimation of the parameters. In this paper, we investigate the use of the adaptive importance sampling in the context of particle filtering. Specifically, we propose and test several options of parameter initialization and particle association. The technique is applied in a demanding scenario of tracking an atmospheric release of radiation. In this scenario, the likelihood of the observations is rather sharp and its evaluation is computationally expensive. Hence, the overhead of the adaptation procedure is negligible and the proposed adaptive technique clearly improves over non-adaptive methods. (en)
Title	Adaptive Importance Sampling in Particle Filtering Adaptive Importance Sampling in Particle Filtering (en)
skos:prefLabel	Adaptive Importance Sampling in Particle Filtering Adaptive Importance Sampling in Particle Filtering (en)
skos:notation	RIV/67985556:_____/13:00394050!RIV14-MV0-67985556
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP102/11/0437), P(VG20102013018)
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Šmídl, Václav Hofman, Radek
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	59487
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/13:00394050
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	importance sampling; sequential monte carlo; sufficient statistics (en)
http://linked.open.../riv/klicoveSlovo	sequential monte carlo sufficient statistics importance sampling
http://linked.open...ontrolniKodProRIV	[7051BB6C38F2]
http://linked.open...v/mistoKonaniAkce	Istanbul
http://linked.open...i/riv/mistoVydani	Istanbul
http://linked.open...i/riv/nazevZdroje	Proceeding of the 16th International Conference on Information Fusion
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Control and Parameter Identification of AC Electric Drives under Critical Operating Conditions Application of advanced statistical assimilation techniques of model predictions with observations from terrain in the form of modern software tool for emergency management support
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	Hofman, Radek Šmídl, Václav
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2013-07-09 (xsd:date)
number of pages	8 (xsd:int)
http://purl.org/ne...btex#hasPublisher	ISIF
https://schema.org/isbn	978-605-86311-1-3

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