Goal
The particle filter aims to estimate the sequence of hidden parameters, xk for k = 0,1,2,3,…, based only on the observed data yk for k = 0,1,2,3,…. All Bayesian estimates of xk follow from the posterior distribution p(xk | y0,y1,…,yk). In contrast, the MCMC or importance sampling approach would model the full posterior p(x0,x1,…,xk | y0,y1,…,yk).
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Famous quotes containing the word goal:
“What is it that endowed things with meaning, value, significance? The creating heart, which desired, and, out of its desire, created. It created joy and woe. It wanted to satiate itself with woe. We must take all the suffering that has been endured by men and animals upon ourselves and affirm it, and possess a goal in which it acquires reason.”
—Friedrich Nietzsche (1844–1900)
“Strange new problems are being reported in the growing generations of children whose mothers were always there, driving them around, helping them with their homework—an inability to endure pain or discipline or pursue any self- sustained goal of any sort, a devastating boredom with life.”
—Betty Friedan (b. 1921)
“An older child, one who possesses a conscience, will be troubled with self-reproaches and feelings of shame for his naughtiness, even if he is not discovered. But our two-year-olds and our three-year- olds experience guilt feelings only when they feel or anticipate disapproval from the outside. In doing this, they have taken the first steps toward the goal of conscience, but there is a long way ahead before the policeman outside becomes the policeman inside.”
—Selma H. Fraiberg (20th century)