Particle filtering for Bayesian parameter estimation in a high dimensional state space model.
Joaquín MíguezDan CrisanInés P. MariñoPublished in: EUSIPCO (2015)
Keyphrases
- parameter estimation
- state space model
- particle filtering
- state estimation
- high dimensional
- posterior distribution
- maximum likelihood
- kalman filter
- kalman filtering
- particle filter
- visual tracking
- proposal distribution
- markov chain monte carlo
- object tracking
- least squares
- markov random field
- model selection
- human motion
- random fields
- low dimensional
- bayesian networks
- em algorithm
- approximate inference
- data points
- appearance model
- dimensionality reduction
- high dimensional data
- expectation maximization
- mean shift
- bayesian inference
- tracking framework
- conditional random fields
- machine learning
- maximum entropy
- posterior probability
- state space
- parameter space
- prior model
- feature space