Inference on high-dimensional implicit dynamic models using a guided intermediate resampling filter.

Joonha Park Edward L. Ionides

Published in: Stat. Comput. (2020)

Keyphrases

dynamic model
high dimensional
experimental data
similarity search
low dimensional
sparse data
multi dimensional

probabilistic inference
nearest neighbor
preprocessing step
multiple models
high dimensional data
high dimensionality
belief networks

noise reduction
metric space
dimensionality reduction
robot manipulators
high dimension
high dimensional spaces
importance sampling

feature selection
filtering algorithm
bayesian inference
random fields
markov random field
feature space