Particle Filtering and Smoothing Using Windowed Rejection Sampling

"Particle methods" are sequential Monte Carlo algorithms, typically involving importance sampling, that are used to estimate and sample from joint and marginal densities from a collection of a, presumably increasing, number of random variables. In particular, a particle filter aims to estimate the current state $X_{n}$ of a stochastic system that is not directly observable by estimating a posterior distribution $\pi(x_{n}|y_{1},y_{2}, \ldots, y_{n})$ where the $\{Y_{n}\}$ are observations related to the $\{X_{n}\}$ through some measurement model $\pi(y_{n}|x_{n})$. A particle smoother aims to estimate a marginal distribution $\pi(x_{i}|y_{1},y_{2}, \ldots, y_{n})$ for $1 \leq i < n$. Particle methods are used extensively for hidden Markov models where $\{X_{n}\}$ is a Markov chain as well as for more general state space models. Existing particle filtering algorithms are extremely fast and easy to implement. Although they suffer from issues of degeneracy and "sample impoverishment", steps can be taken to minimize these problems and overall they are excellent tools for inference. However, if one wishes to sample from a posterior distribution of interest, a particle filter is only able to produce dependent draws. Particle smoothing algorithms are complicated and far less robust, often requiring cumbersome post-processing, "forward-backward" recursions, and multiple passes through subroutines. In this paper we introduce an alternative algorithm for both filtering and smoothing that is based on rejection sampling "in windows" . We compare both speed and accuracy of the traditional particle filter and this "windowed rejection sampler" (WRS) for several examples and show that good estimates for smoothing distributions are obtained at no extra cost

The prognostic value of eighth grade records with respect to pupils' achievement in the high school sciences.

Thesis (Ed.M.)--Boston Universit

Alien Registration- Corcoran, Horace D. (Baldwin, Cumberland County)

https://digitalmaine.com/alien_docs/33003/thumbnail.jp

CP violation and rare Bs decays at the Tevatron

This note gives updates on three results from the Fermilab Tevatron p¯p collider operating at √s = 1.96TeV. The results presented include: the D0 dimuon charge asymmetry; the measurement of the CP-violating phase φs in the decay Bs → J/ψφ from both CDF and D0; and the most recent results from both CDF and D0 on the search for the ultra-rare decay Bs → μ+μ−

Laser Guide Star Adaptive Optics Integral Field Spectroscopy of a Tightly Collimated Bipolar Jet from the Herbig Ae star LkHa 233

We have used the integral field spectrograph OSIRIS and laser guide star adaptive optics at Keck Observatory to obtain high angular resolution (0.06"), moderate spectral resolution (R ~ 3800) images of the bipolar jet from the Herbig Ae star LkHa 233, seen in near-IR [Fe II] emission at 1.600 & 1.644 microns. This jet is narrow and tightly collimated, with an opening angle of only 9 degrees, and has an average radial velocity of ~ 100 km/s. The jet and counterjet are asymmetric, with the red-shifted jet much clumpier than its counterpart at the angular resolution of our observations. The observed properties are in general similar to jets seen around T Tauri stars, though it has a relatively large mass flux of (1.2e-7 +- 0.3e-7) M_sun/year, near the high end of the observed mass flux range around T Tauri stars. We also spatially resolve an inclined circumstellar disk around LkHa 233, which obscures the star from direct view. By comparison with numerical radiative transfer disk models, we estimate the disk midplane to be inclined i = 65 +- 5 degrees relative to the plane of the sky. Since the star is seen only in scattered light at near-infrared wavelengths, we detect only a small fraction of its intrinsic flux. Because previous estimates of its stellar properties did not account for this, either LkHa 233 must be located closer than the previously believed, or its true luminosity must be greater than previously supposed, consistent with its being a ~4 M_sun star near the stellar birthline.Comment: Accepted for publication in the Ap

Motor-starting characteristics of two inductor alternators

Motor starting characteristics of two inductor alternator

Supercritical multicomponent solvent coal extraction

The yield of organic extract from the supercritical extraction of coal with larger diameter organic solvents such as toluene is increased by use of a minor amount of from 0.1 to 10% by weight of a second solvent such as methanol having a molecular diameter significantly smaller than the average pore diameter of the coal