| EPSRC Reference: |
GR/R86645/01 |
| Title: |
New Sequential Monte Carlo Methods and Applications |
| Principal Investigator: |
Andrieu, Professor C |
| Other Investigators: |
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| Department: |
Mathematics |
| Organisation: |
University of Bristol |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
26 February 2002 |
Ends: |
25 February 2003 |
Value (£): |
5,945
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| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
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| EPSRC Industrial Sector Classifications: |
| Communications |
No relevance to Underpinning Sectors |
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Summary on Grant Application Form |
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We have recently proposed sequential Monte Carlo Markov chain algortihms that address the problem of fixed parameter estimation for a restricted class of latent variable models. We first propose here to extend this class of algorithms to a broader class of models by combining them with particle filtering techniques. Particle filtering (PF) is a set of sequential Monte Carlo methods that we have recently reemerged and revolutionised many applied fields where on-line statistical filtering of non-linear, non-Gaussian systems is required. Our second aim is to contribute to the development of new improved PF algorithms that rely on semi-parametric techniques ( neural network type). This is a very promising direction of research which would reducing tuning of the algorithm by practitioners. Our third aim is broadly speaking to establish the theoretical validity of the proposed approaches, but also extend existing results to a much broader class of models by significantly weakening current assumptions. Finally, the application and evaluation of the proposed techniques is expected mainly in the field of telecommunication (wireless communications and turbo-decoding) and data mining.
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Key Findings |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Potential use in non-academic contexts |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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Impacts |
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| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
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| Date Materialised |
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Sectors submitted by the Researcher |
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This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
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| Project URL: |
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| Further Information: |
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| Organisation Website: |
http://www.bris.ac.uk |