[UAI] Particle filters

From: Kathryn Blackmond Laskey (klaskey@gmu.edu)
Date: Tue Apr 23 2002 - 13:09:50 PDT

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    I am working on an applied project involving intractable inference in
    temporal Bayesian networks and influence diagrams. We are examining
    a number of approximate methods. We have identified particle filters
    as one of the approaches to investigate. We have found a number of
    references, but they tend to be jargon-filled and require a lot of
    background even to get started. I would very much like to find
    something tutorial in nature that would be appropriate for someone
    with a background in standard engineering math, a knowledge of basic
    physics, an understanding of Bayesian networks at the applied user
    level, but no specialized knowledge of statistical physics, advanced
    statistics, or information theory. Does anyone know of any
    references like this? If I can't find one, I'll write one, but it
    would be nice if something existed.

    Thanks very much!

    Kathy Laskey



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