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Particle filtering subject to interaction constraints

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If you have a question about this talk, please contact Mustapha Amrani.

Advanced Monte Carlo Methods for Complex Inference Problems

Co-authors: Kari Heine (Bristol), Taylan Cemgil (Bogazici), Anthony Lee (Warwick)

The potential benefits of parallel or distributed implementation motivates study of the interaction structure of particle filters. Can we do away with resampling, or at least re-structure it in such a way as to be more naturally suited to non-serial implementation? What role does resampling really play in endowing these algorithms with attractive properties? This talk will introduce some new algorithms in this context and discuss their theoretical properties.

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