Factored Sampling For Efficient Tracking of Large Hybrid Systems

DSpace/Manakin Repository

Factored Sampling For Efficient Tracking of Large Hybrid Systems

Citable link to this page


Title: Factored Sampling For Efficient Tracking of Large Hybrid Systems
Author: Mg, Brenda; Pfeffer, Avi; Dearden, Richard

Note: Order does not necessarily reflect citation order of authors.

Citation: Ng, Brenda, Avi Pfeffer, and Richard Dearden. 2005. Factored Sampling For Efficient Tracking of Large Hybrid Systems. Harvard Computer Science Group Technical Report TR-03-05.
Full Text & Related Files:
Abstract: This work presents a new approach to monitoring large dynamic systems. The approach is based on factored particles, which adapts particle filtering by factoring the system into weakly interacting subsystems and maintaining particles over the factors, thus allowing much larger systems to be tracked. Our approach, hybrid factored sampling, works with systems that involve both discrete and continuous variables, including systems where discrete variables depend on continuous parents. The framework lends itself to asynchronous inference—each factor can be reasoned about independently, and the factors joined only when there exists sufficient correlation between them. This allows us to reason about each factor at its appropriate time granularity. In addition, hybrid factored sampling exploits the factorization to provide tractable look-ahead prediction, allowing sampling from the posterior probability given new observations, and considerably improving performance. Empirical results show that hybrid factored sampling is an efficient and versatile method for inference in large hybrid systems.
Terms of Use: This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAA
Citable link to this page: http://nrs.harvard.edu/urn-3:HUL.InstRepos:23526156
Downloads of this work:

Show full Dublin Core record

This item appears in the following Collection(s)


Search DASH

Advanced Search