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Estimation of posterior distributions with population Monte Carlo sampling and graphical modeling

  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

An important step in applying graphical models to signal processing is the implementation of belief propagation. Belief propagation represents an efficient way of solving inference problems based on passing local messages. When we deal with continuous hidden variables, belief propagation requires solving integrals which usually do not have analytical solutions. In this paper we show how this can be accomplished on factor graphs using population Monte Carlo (PMC) sampling. We propose a scheme that enforces the same set of particles to be used by the different factors, which allows for easy fusion of messages while forming the belief of each variable. We present the proposed scheme with an application to target localization with signal strength measurements.

Original languageEnglish
Title of host publication2012 IEEE Statistical Signal Processing Workshop, SSP 2012
Pages261-264
Number of pages4
DOIs
StatePublished - 2012
Event2012 IEEE Statistical Signal Processing Workshop, SSP 2012 - Ann Arbor, MI, United States
Duration: Aug 5 2012Aug 8 2012

Publication series

Name2012 IEEE Statistical Signal Processing Workshop, SSP 2012

Conference

Conference2012 IEEE Statistical Signal Processing Workshop, SSP 2012
Country/TerritoryUnited States
CityAnn Arbor, MI
Period08/5/1208/8/12

Keywords

  • graphical modeling
  • non-parametric belief propagation
  • Population Monte Carlo
  • target localization

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