Timeline for Practical difference between "sampling" and "re-sampling with replacement"
Current License: CC BY-SA 3.0
8 events
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| Jun 12, 2012 at 16:46 | comment | added | shn | Ok, since it's context-dependent, I'll create later a new question about the construction of the conditional distribution in the context that I'm working on. I'll let you know when I do it. Thanks. | |
| Jun 12, 2012 at 16:41 | comment | added | user10525 | @user995434 Possibly but it is context-dependent. I think it would be a better idea that you expand your comment, giving a bit more of details of your context, in a new question. This is, explaining what is the goal of the simulation, what have you done, ... | |
| Jun 12, 2012 at 16:38 | comment | added | shn | Well, so the construction of the conditional distribution according to a given problem, is also one of my concerns, and I have no idea about how to create a convenient conditional distribution. Should we think of this as a function which reflects how the estimated variable x is supposed to evolve over time ? | |
| Jun 12, 2012 at 16:11 | comment | added | user10525 | @user995434 The constrution of the conditional distribution is a completely different problem. This has to be done in such a way that the convergence to the objective distribution is ensured. It cannot be any distribution. Please, have a look a this link for some references. | |
| Jun 12, 2012 at 15:45 | comment | added | shn | Thanks, this is a great and complete answer. For the transition conditional distribution $p(x_t|x_{t-1})$, is it possible to define this model according to my own problem (for which I want to apply particle filter) instead of using some well known distributions such as $x_t \~ Normal(x_{t-1}, \sigma)$; or in most of cases we generally use some existing distributions (like uniform, normal, etc) ? | |
| Jun 12, 2012 at 15:28 | vote | accept | shn | ||
| Jun 12, 2012 at 14:25 | history | edited | user10525 | CC BY-SA 3.0 |
added 7 characters in body
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| Jun 12, 2012 at 14:18 | history | answered | user10525 | CC BY-SA 3.0 |