请教对粒子滤波 尤其是 SIS 比较熟悉的高人

lanlanbing

没彻底弄明白工作原理，求助高人

stephenyang

Particle Filtering, Sequential Monte Carlo 楼上做什么工作用到这个？我做system biology modelling，用到了，但是还没时间细看，有机会一起交流呗~

lanlanbing

金融滴

lanlanbing

stephenyang 发表于 2014-8-13 16:36
Particle Filtering, Sequential Monte Carlo 楼上做什么工作用到这个？我做system biology modelling，用 ...

金融滴，做预测

你是博士还是硕士？

stephenyang

lanlanbing 发表于 2014-8-13 18:48
金融滴，做预测

你是博士还是硕士？

原来，我是做system biology的，博士生，不过我也是刚接触这个新课题，主要是 CTMC 连续时间马氏链 的状态空间，模型参数估计，我以前看过mcmc，但是没有太多实践经验所以是新手，不过准备努力啃这个方向。

lanlanbing

stephenyang 发表于 2014-8-13 21:15
原来，我是做system biology的，博士生，不过我也是刚接触这个新课题，主要是 CTMC 连续时间马氏链 的状 ...

I'm writing my master thesis. I've gotten some idea about the SIR at least in the operational level, maybe we can exchange some ideas.

Those all fall under the techniques of signal processing. Plenty of literature are available.

But I won't go very deep in this, eventually the underlying model are more important than the filters. Now my underlying model is like shit, so the benefit from particle filter is very limited. you know, shit in shit out.

stephenyang

lanlanbing 发表于 2014-8-14 08:19
I'm writing my master thesis. I've gotten some idea about the SIR at least in the operational le ...

I v no idea what is SIR, shit. Pls give me more details on this since different notations might be employed in some domains.

lanlanbing

stephenyang 发表于 2014-8-14 18:01
I v no idea what is SIR, shit. Pls give me more details on this since different notations might be ...

sequential importance resampling

gongbo84321

^_^， 这个我熟，一起探讨啊

xierwee