Miklós Rásonyi (University of Edinburgh)

Fast computation of particle filters
Joint work with András Horváth.
Wednesday 24 March 2010 at 15.30, JCMB 6206

Abstract

Particle filters are used to effectively compute the expectation of complex functionals of a stochastic process, e.g. when filtering a signal from noisy observations. These algorithms are a priori not parallelizable (though there have been such attempts). We present a modification which could run on a rectangular processor array and, using parallelism and local communication, computes these filters quickly and accurately (as test runs indicate).

Seminars by year

Current 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996