SMC编码:显示如何使用SMC方法逼近精度

时间:2024-03-19 23:12:28
【文件属性】:

文件名称:SMC编码:显示如何使用SMC方法逼近精度

文件大小:3.62MB

文件格式:ZIP

更新时间:2024-03-19 23:12:28

JupyterNotebook

SMC编码:显示如何使用SMC方法逼近精度


【文件预览】:
SMC-coding-master
----Random walk()
--------RV SMC smoothing.png(131KB)
--------Noisy observation of 1D random walk (1).ipynb(14KB)
--------RV SMC filtering.png(121KB)
--------RV SIS.png(134KB)
--------Noisy 1D random walk.png(120KB)
--------.ipynb_checkpoints()
--------Noisy observation of 1D random walk.ipynb(14KB)
----Stochastic Volatility()
--------SV SMC filtering.png(181KB)
--------Stochastic Volatility model.ipynb(12KB)
--------SV SMC smoothing particles.png(43KB)
--------SV SMC smoothing.png(169KB)
--------.ipynb_checkpoints()
--------SV SIS.png(170KB)
--------Stochastic Volatility model.png(105KB)
--------SV SIS weight.png(33KB)
--------SV SMC filtering weight.png(41KB)
----1step random walk for different type of uncertainty()
--------randomwalk x_1 (3,7).png(67KB)
--------randomwalk x_1 (2,5).png(63KB)
--------duv-rv sig=100 different diif x0.png(45KB)
--------randomwalk x_1 (8,11) edited initial duv_rv.png(59KB)
--------duv-rv sig=1 different diif x0.png(49KB)
--------1step random walk for different type of uncertainty.ipynb(491KB)
--------.ipynb_checkpoints()
--------randomwalk x_1 (8,11).png(61KB)
----Nearly constant velocity()
--------Nearly constant velocity model.ipynb(19KB)
--------NCV SMC var2.png(79KB)
--------NCV SMC mean1.png(87KB)
--------NCV SIS mean1.png(86KB)
--------NCV SIS var2.png(65KB)
--------NCV SMC var1.png(97KB)
--------.ipynb_checkpoints()
--------NCV SMC mean2.png(129KB)
--------NCV SIS var1.png(72KB)
--------NCV SIS mean2.png(138KB)
----nstep random walk for different type of uncertainty()
--------nstep random walk for different type of uncertainty.ipynb(868KB)
--------Figure_1.png(127KB)
--------.ipynb_checkpoints()

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