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Our approach yields simple and efficient updates for its complicated conditional distributions by means of sampling importance resampling and error backpropagation.
Finally, a numerical example illustrates that the proposed APF has a higher estimation precision than particle filter – sampling importance resampling (PF-SIR), genetic particle filter (GPF), and particle swarm optimization particle filter (PSOPF), while the computation load of APF is mild.
If resampling is performed after each iteration of the SIS procedure, such algorithm is referred to as sampling importance resampling (SIR) algorithm.
With sampling importance resampling (SIR), new samples are drawn from the distribution ∑ l = 1 L ω k [ l ] δ x k - x k [ l ] and all weights are identical, i.e., ω k [ l ] = 1 ∕ L. To obtain initial particles x 0 l, samples of the state vector are needed.
The Dirichlet distribution is not a conjugate prior for our distribution, and therefore we sample from the posterior distribution of π using sampling importance resampling to calculate the posterior mean and credible intervals (see Supplementary Appendix 5 for details).
ABR: annual biting rate; ALB: albendazole; BM: Bayesian melding; DEC: diethylcarbamazine; LF: lymphatic filariasis; MDA: mass drug administration; mf: microfilaria e); NTD: neglected tropical disease; PNG: Papua New Guinea; SIR: sampling importance resampling; TBR: threshold biting rate; WHO: World Health Organization.
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However, in this paper we analyze the characteristics of time series body sensor data and propose to rank sample importance based on a multi-level approach.
Algorithm 3: SI: sample importance part.
However, the complexity required to generate sufficient samples for importance sampling may still be high for practical implementations.
A new interval importance sampling method is developed in this paper which applies importance sampling technique to the imprecise probability.
Rejection control and sequential importance sampling.
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