Solving Portfolio Optimization Problems with Particle Filter.
Zeming YangGuoxing HuangYunxian ChenWeidang LuYu ZhangPublished in: 6GN (2021)
Keyphrases
- particle filter
- optimization problems
- visual tracking
- object tracking
- particle filtering
- state estimation
- state space
- evolutionary algorithm
- kalman filter
- likelihood function
- monte carlo
- motion model
- mean shift
- appearance model
- observation model
- multiple hypotheses
- multiple object tracking
- robust visual tracking
- multiple objects
- robust tracking
- sequential monte carlo
- rao blackwellized particle filter
- importance sampling
- proposal distribution
- abrupt motion
- target tracking
- data association
- dynamic systems
- moving object tracking
- face tracking
- markov chain monte carlo
- image sequences
- multiple hypothesis
- objective function