Speekenbrink, M;
(2016)
A tutorial on particle filters.
Journal of Mathematical Psychology
, 73
pp. 140-152.
10.1016/j.jmp.2016.05.006.
Preview |
Text
PF_tutorial.pdf - Accepted Version Download (567kB) | Preview |
Abstract
This tutorial aims to provide an accessible introduction to particle filters, and sequential Monte Carlo (SMC) more generally. These techniques allow for Bayesian inference in complex dynamic state-space models and have become increasingly popular over the last decades. The basic building blocks of SMC–sequential importance sampling and resampling–are discussed in detail with illustrative examples. A final example presents a particle filter for estimating time-varying learning rates in a probabilistic category learning task.
| Type: | Article |
|---|---|
| Title: | A tutorial on particle filters |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.jmp.2016.05.006 |
| Publisher version: | http://dx.doi.org/10.1016/j.jmp.2016.05.006 |
| Language: | English |
| Additional information: | © 2016. This manuscript version is published under a Creative Commons Attribution Non-commercial Non-derivative 4.0 International licence (CC BY-NC-ND 4.0). This licence allows you to share, copy, distribute and transmit the work for personal and non-commercial use providing author and publisher attribution is clearly stated. Further details about CC BY licences are available at http://creativecommons.org/licenses/by/4.0. Access may be initially restricted by the publisher. |
| Keywords: | Particle filter; Sequential Monte Carlo; State-space model; Sequential Bayesian inference |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences > Div of Psychology and Lang Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Brain Sciences > Div of Psychology and Lang Sciences > Experimental Psychology |
| URI: | https://discovery.ucl.ac.uk/id/eprint/1508064 |
Archive Staff Only
 |
View Item |
