Sequential Monte Carlo sampling for correlated latent long-memory time-series.

Iñigo Urteaga Mónica F. Bugallo Petar M. Djuric

Published in: ICASSP (2016)

Keyphrases

sequential monte carlo
particle filter
visual tracking
latent variables
particle filtering
posterior distribution
importance sampling
random variables
mean shift
monte carlo
random sampling
computer vision
state space
text mining