Sökning: "Max Rönnqvist"

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  1. 1. Numerical Instability of Particle Learning: a case study

    Master-uppsats, KTH/Matematisk statistik

    Författare :Max Klingmann Rönnqvist; [2016]
    Nyckelord :;

    Sammanfattning : This master's thesis is about a method called Particle Learning (PL) which can be used to analyze so called hidden Markov models (HMM) or, with an alternative terminology, state-space models (SSM) which are very popular for modeling time series. The advantage of PL over more established methods is its capacity to process new datapoints with a constant demand on computational resources but it has been suspected to su er from a problem known as particle path degeneracy. LÄS MER