Search for dissertations about: "Johan Westerborn"
Found 2 swedish dissertations containing the words Johan Westerborn.
-
1. On particle-based online smoothing and parameter inference in general hidden Markov models
Abstract : This thesis consists of two papers studying online inference in general hidden Markov models using sequential Monte Carlo methods.The first paper present an novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently perform online approximation of smoothed expectations of additive state functionals in general hidden Markov models. READ MORE
-
2. On particle-based online smoothing and parameter inference in general state-space models
Abstract : This thesis consists of 4 papers, presented in Paper A-D, on particle- based online smoothing and parameter inference in general state-space hidden Markov models.In Paper A a novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently performing online approxima- tion of smoothed expectations of additive state functionals in general hidden Markov models, is presented. READ MORE