Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference.
Jiangqi WuLinjie WenPeter L. GreenJinglai LiSimon MaskellPublished in: Stat. Comput. (2022)
Keyphrases
- sequential monte carlo
- bayesian inference
- particle filter
- kalman filter
- visual tracking
- particle filtering
- hyperparameters
- object tracking
- probabilistic model
- posterior distribution
- prior information
- importance sampling
- mean shift
- motion model
- markov chain monte carlo
- gibbs sampler
- monte carlo
- state space
- learning algorithm
- noise reduction
- appearance model
- training set
- training data
- gaussian process
- data association
- maximum likelihood
- prior knowledge