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添加47字节 、 2021年7月27日 (二) 19:48
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In other problems, the objective is generating draws from a sequence of probability distributions satisfying a nonlinear evolution equation. These flows of probability distributions can always be interpreted as the distributions of the random states of a Markov process whose transition probabilities depend on the distributions of the current random states (see McKean–Vlasov processes, nonlinear filtering equation). In other instances we are given a flow of probability distributions with an increasing level of sampling complexity (path spaces models with an increasing time horizon, Boltzmann–Gibbs measures associated with decreasing temperature parameters, and many others). These models can also be seen as the evolution of the law of the random states of a nonlinear Markov chain. A natural way to simulate these sophisticated nonlinear Markov processes is to sample multiple copies of the process, replacing in the evolution equation the unknown distributions of the random states by the sampled empirical measures. In contrast with traditional Monte Carlo and MCMC methodologies these mean field particle techniques rely on sequential interacting samples. The terminology mean field reflects the fact that each of the samples (a.k.a. particles, individuals, walkers, agents, creatures, or phenotypes) interacts with the empirical measures of the process. When the size of the system tends to infinity, these random empirical measures converge to the deterministic distribution of the random states of the nonlinear Markov chain, so that the statistical interaction between particles vanishes.
 
In other problems, the objective is generating draws from a sequence of probability distributions satisfying a nonlinear evolution equation. These flows of probability distributions can always be interpreted as the distributions of the random states of a Markov process whose transition probabilities depend on the distributions of the current random states (see McKean–Vlasov processes, nonlinear filtering equation). In other instances we are given a flow of probability distributions with an increasing level of sampling complexity (path spaces models with an increasing time horizon, Boltzmann–Gibbs measures associated with decreasing temperature parameters, and many others). These models can also be seen as the evolution of the law of the random states of a nonlinear Markov chain. A natural way to simulate these sophisticated nonlinear Markov processes is to sample multiple copies of the process, replacing in the evolution equation the unknown distributions of the random states by the sampled empirical measures. In contrast with traditional Monte Carlo and MCMC methodologies these mean field particle techniques rely on sequential interacting samples. The terminology mean field reflects the fact that each of the samples (a.k.a. particles, individuals, walkers, agents, creatures, or phenotypes) interacts with the empirical measures of the process. When the size of the system tends to infinity, these random empirical measures converge to the deterministic distribution of the random states of the nonlinear Markov chain, so that the statistical interaction between particles vanishes.
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在其他问题中,目标是从满足非线性发展方程的概率分布序列生成图。这些概率分布流总是可以解释为马尔可夫过程的随机状态的分布,其转移概率依赖于当前随机状态的分布(McKean-Vlasov 过程,非线性滤波方程)。在其他情况下,我们给出了一个随着采样复杂度的增加而增加的概率分布流(增加时间范围的路径空间模型,与降低温度参数有关的 Boltzmann-Gibbs 测度,以及许多其他)。这些模型也可以看作是一个非线性马尔可夫链的随机状态规律的演化。模拟这些复杂的非线性马尔可夫过程的一个自然的方法是对这个过程的多个副本进行抽样,用抽样的经验测量取代发展方程中未知的随机状态分布。与传统的蒙特卡罗和 MCMC 方法相比,这些平均场粒子技术依赖于连续的相互作用样本。术语的意思是领域反映了这样一个事实,即每个样本(又称为。粒子,个体,步行者,代理人,生物,或表型)与过程的经验措施相互作用。当系统规模趋于无穷大时,这些随机经验测度收敛于非线性马尔可夫链随机状态的确定性分布,从而使粒子之间的统计相互作用消失。
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在其他问题中,目标是从满足非线性发展方程的概率分布序列生成图。这些概率分布流总是可以解释为马尔可夫过程的随机状态的分布,其转移概率依赖于当前随机状态的分布(见麦肯-弗拉索夫 McKean-Vlasov过程,非线性滤波方程)。在其他情况下,我们给出了采样复杂度不断增加的概率分布流(如时间范围不断增加的路径空间模型,与温度参数降低有联系的'''玻尔兹曼—吉布斯 Boltzmann-Gibbs'''测度,以及许多其他例子)。这些模型也可以看作是一个非线性马尔可夫链的随机状态规律的演化。模拟这些复杂的非线性马尔可夫过程的一个自然的方法是对这个过程的多个副本进行抽样,用抽样的经验测量取代发展方程中未知的随机状态分布。与传统的蒙特卡罗和 MCMC 方法相比,这些平均场粒子技术依赖于连续的相互作用样本。术语的意思是领域反映了这样一个事实,即每个样本(又称为。粒子,个体,步行者,代理人,生物,或表型)与过程的经验措施相互作用。当系统规模趋于无穷大时,这些随机经验测度收敛于非线性马尔可夫链随机状态的确定性分布,从而使粒子之间的统计相互作用消失。
     
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