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:
“Preschool children are more sophisticated than toddlers.... Your goal as a parent is to nurture the child’s desire to be a self-starter and help him begin to adopt some of your attitudes and values, but without humiliating the child or suppressing his newfound assertiveness”
—Lawrence Balter (20th century)
“In the years of the Roman Republic, before the Christian era, Roman education was meant to produce those character traits that would make the ideal family man. Children were taught primarily to be good to their families. To revere gods, one’s parents, and the laws of the state were the primary lessons for Roman boys. Cicero described the goal of their child rearing as “self- control, combined with dutiful affection to parents, and kindliness to kindred.””
—C. John Sommerville (20th century)
“Postmodern agenda: the peep show is the art form; the voyeur is the protagonist; the goal is excitement from a safe distance; the alibi is that it’s all ironic.”
—Mason Cooley (b. 1927)