Parallel tempered particle filter

Date

2010-05-26T19:57:49Z

Authors

Marinakis, Dimitri

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Abstract

In this paper, we present the concept of running multiple configuration-exchanging particle filters in parallel; each characterizing an increasingly 'smoothed' version of the target density via the technique of sampling at high temperatures. This technique is used in Markov Chain Monte Carlo to improve mixing where it is known as parallel tempering.

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Keywords

mobile robotics, particle filters

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