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{94} 
ref: bookmark0
tags: particle_filter unscented monte_carlo MCMC
date: 12112007 16:46 gmt
revision:2
[1] [0] [head]


 
{15} 
ref: bookmark0
tags: monte_carlo MCMC particle_filter probability bayes filtering biblography
date: 002007 0:0
revision:0
[head]


http://wwwsigproc.eng.cam.ac.uk/smc/papers.html  sequential monte carlo methods. (bibliography)
 
{93}  
In a MCMC, the invariant distribution is a eigenvector of the state transition matrix whose eigenvalue is 1! page 372 of http://www.inference.phy.cam.ac.uk/itprnn/book.pdf 