arXiv:2312.09860 공식 코드 · Papers with Code

Automatic Rao-Blackwellization for Sequential Monte Carlo with Belief Propagation

Waïss Azizian, Guillaume Baudart, Marc Lelarge

제출 2023-12-15

원문 초록

Exact Bayesian inference on state-space models~(SSM) is in general untractable, and unfortunately, basic Sequential Monte Carlo~(SMC) methods do not yield correct approximations for complex models. In this paper, we propose a mixed inference algorithm that computes closed-form solutions using belief propagation as much as possible, and falls back to sampling-based SMC methods when exact computations fail. This algorithm thus implements automatic Rao-Blackwellization and is even exact for Gaussian tree models.

함께 살펴볼 논문

공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.

토론

이 논문과 연결된 포럼 글이 아직 없습니다.