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)
“Whenever you pray, make sure you do it at school assemblies and football games, like the demonstrative creatures who pray before large television audiences. That is the real goal of the thing. But do not, I urge you, pray all alone in your home where no one can see. That does not get you ratings.”
—Garry Wills (b. 1934)
“Not every end is a goal. The end of a melody is not its goal: but nonetheless, had the melody not reached its end it would not have reached its goal either. A parable.”
—Friedrich Nietzsche (1844–1900)