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Sequential Monte Carlo methods under model uncertainty

  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

54 Scopus citations

Abstract

We propose a Sequential Monte Carlo (SMC) method for filtering and prediction of time-varying signals under model uncertainty. Instead of resorting to model selection, we fuse the information from the considered models within the proposed SMC method. We achieve our goal by dynamically adjusting the resampling step according to the posterior predictive power of each model, which is updated sequentially as we observe more data. The method allows the models with better predictive powers to explore the state space with more resources than models lacking predictive power. This is done autonomously and dynamically within the SMC method. We show the validity of the presented method by evaluating it on an illustrative application.

Original languageEnglish
Title of host publication2016 19th IEEE Statistical Signal Processing Workshop, SSP 2016
PublisherIEEE Computer Society
ISBN (Electronic)9781467378024
DOIs
StatePublished - Aug 24 2016
Event19th IEEE Statistical Signal Processing Workshop, SSP 2016 - Palma de Mallorca, Spain
Duration: Jun 25 2016Jun 29 2016

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings
Volume2016-August

Conference

Conference19th IEEE Statistical Signal Processing Workshop, SSP 2016
Country/TerritorySpain
CityPalma de Mallorca
Period06/25/1606/29/16

Keywords

  • Resampling
  • Sequential Monte Carlo
  • dynamic model averaging
  • information fusion
  • particle filtering

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