Stochastic volatility modeling with computational intelligence particle filters.
Ayub HanifRobert Elliott SmithPublished in: GECCO (2013)
Keyphrases
- particle filter
- computational intelligence
- monte carlo
- visual tracking
- particle filtering
- state estimation
- multiple object tracking
- object tracking
- state space
- kalman filter
- data association
- motion model
- importance sampling
- mean shift
- bayesian filtering
- dynamical models
- quasi monte carlo
- abrupt motion
- learning algorithm
- estimation problems
- observation model
- bayesian inference
- image sequences
- appearance model
- search algorithm