第247行: |
第247行: |
| | | |
| From 1950 to 1996, all the publications on Sequential Monte Carlo methodologies, including the pruning and resample Monte Carlo methods introduced in computational physics and molecular chemistry, present natural and heuristic-like algorithms applied to different situations without a single proof of their consistency, nor a discussion on the bias of the estimates and on genealogical and ancestral tree based algorithms. The mathematical foundations and the first rigorous analysis of these particle algorithms were written by Pierre Del Moral in 1996.<ref name="dm9622"/><ref name=":22">{{cite journal|last1 = Del Moral|first1 = Pierre|title = Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems|journal = Annals of Applied Probability|date = 1998|edition = Publications du Laboratoire de Statistique et Probabilités, 96-15 (1996)|volume = 8|issue = 2|pages = 438–495|url = http://projecteuclid.org/download/pdf_1/euclid.aoap/1028903535|doi = 10.1214/aoap/1028903535|citeseerx = 10.1.1.55.5257}}</ref> | | From 1950 to 1996, all the publications on Sequential Monte Carlo methodologies, including the pruning and resample Monte Carlo methods introduced in computational physics and molecular chemistry, present natural and heuristic-like algorithms applied to different situations without a single proof of their consistency, nor a discussion on the bias of the estimates and on genealogical and ancestral tree based algorithms. The mathematical foundations and the first rigorous analysis of these particle algorithms were written by Pierre Del Moral in 1996.<ref name="dm9622"/><ref name=":22">{{cite journal|last1 = Del Moral|first1 = Pierre|title = Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems|journal = Annals of Applied Probability|date = 1998|edition = Publications du Laboratoire de Statistique et Probabilités, 96-15 (1996)|volume = 8|issue = 2|pages = 438–495|url = http://projecteuclid.org/download/pdf_1/euclid.aoap/1028903535|doi = 10.1214/aoap/1028903535|citeseerx = 10.1.1.55.5257}}</ref> |
− | 从1950年到1996年,所有关于顺序蒙特卡罗方法的出版物,包括计算物理和分子化学中引入的删减和重采样蒙特卡罗方法,目前应用于不同的情况的自然和类启发式算法,没有一个单一的一致性证明,也没有讨论估计的偏差和基于谱系和遗传树的算法。皮埃尔 · 德尔 · 莫勒尔在1996年的写作中阐述了关于这些粒子算法的数学基础,并对其第一次进行了严格的分析。
| |
− | What this means depends on the application, but typically they should pass a series of statistical tests. Testing that the numbers are uniformly distributed or follow another desired distribution when a large enough number of elements of the sequence are considered is one of the simplest and most common ones. Weak correlations between successive samples are also often desirable/necessary.
| |
| | | |
− | 其中的含义一般取决于应用,但通常应该通过一系列统计测试。当考虑序列中足够多的元素时,检验这些数是均匀分布的,还是遵循另一个期望的分布是最简单常见的方法之一。连续样本之间的弱相关性通常也是可取的,或必要的。(和维基原文相比多出来的部分)
| + | 从1950年到1996年,所有关于顺序蒙特卡罗方法的出版物,包括计算物理和分子化学中引入的删减和重采样蒙特卡罗方法,目前应用于不同的情况的自然和类启发式算法,没有任何一致性证明,也没有讨论估计的偏差和基于谱系和遗传树的算法。皮埃尔 · 德尔 · 莫勒尔在1996年的写作中阐述了关于这些粒子算法的数学基础,并对其第一次进行了严格的分析。 |
| | | |
− | Branching type particle methodologies with varying population sizes were also developed in the end of the 1990s by Dan Crisan, Jessica Gaines and Terry Lyons,<ref name=":42">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Gaines|first2 = Jessica|last3 = Lyons|first3 = Terry|title = Convergence of a branching particle method to the solution of the Zakai|journal = SIAM Journal on Applied Mathematics|date = 1998|volume = 58|issue = 5|pages = 1568–1590|doi = 10.1137/s0036139996307371|s2cid = 39982562|url = https://semanticscholar.org/paper/99e8759a243cd0568b0f32cbace2ad0525b16bb6}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = Nonlinear filtering and measure-valued processes|journal = Probability Theory and Related Fields|date = 1997|volume = 109|issue = 2|pages = 217–244|doi = 10.1007/s004400050131|s2cid = 119809371}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = A particle approximation of the solution of the Kushner–Stratonovitch equation|journal = Probability Theory and Related Fields|date = 1999|volume = 115|issue = 4|pages = 549–578|doi = 10.1007/s004400050249|s2cid = 117725141}}</ref> and by Dan Crisan, Pierre Del Moral and Terry Lyons.<ref name=":52">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Del Moral|first2 = Pierre|last3 = Lyons|first3 = Terry|title = Discrete filtering using branching and interacting particle systems|journal = Markov Processes and Related Fields|date = 1999|volume = 5|issue = 3|pages = 293–318|url = http://web.maths.unsw.edu.au/~peterdel-moral/crisan98discrete.pdf}}</ref> Further developments in this field were developed in 2000 by P. Del Moral, A. Guionnet and L. Miclo.<ref name="dmm002"/><ref name="dg99">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of Measure Valued Processes with Applications to filtering|journal = C. R. Acad. Sci. Paris|date = 1999|volume = 39|issue = 1|pages = 429–434}}</ref><ref name="dg01">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of interacting processes with applications to filtering and genetic algorithms|journal = Annales de l'Institut Henri Poincaré|date = 2001|volume = 37|issue = 2|pages = 155–194|url = http://web.maths.unsw.edu.au/~peterdel-moral/ihp.ps|doi = 10.1016/s0246-0203(00)01064-5|bibcode=2001AnIHP..37..155D}}</ref> | + | ''What this means depends on the application, but typically they should pass a series of statistical tests. Testing that the numbers are uniformly distributed or follow another desired distribution when a large enough number of elements of the sequence are considered is one of the simplest and most common ones. Weak correlations between successive samples are also often desirable/necessary.'' |
− | 20世纪90年代末,丹·克里桑 Dan Crisan、杰西卡·盖恩斯 Jessica Gaines和特里·利昂斯 Terry Lyons,以及丹·克里桑、皮埃尔·德尔·莫勒尔和特里·利昂斯也发展了具有不同种群大小的分支型粒子方法。2000年,皮埃尔·德尔·莫勒尔、爱丽丝·吉奥内 A. Guionnet和洛朗·米克洛 L. Miclo进一步发展了这一领域。
| + | |
− | Sawilowsky lists the characteristics of a high-quality Monte Carlo simulation: | + | ''其中的含义一般取决于应用,但通常应该通过一系列统计测试。当考虑序列中足够多的元素时,检验这些数是均匀分布的,还是遵循另一个期望的分布是最简单常见的方法之一。连续样本之间的弱相关性通常也是可取的,或必要的。(和维基原文相比多出来的部分)'' |
− | 萨维罗斯基 Sawilowsky列出了高质量蒙特卡罗模拟的特点: | + | |
| + | Branching type particle methodologies with varying population sizes were also developed in the end of the 1990s by Dan Crisan, Jessica Gaines and Terry Lyons,<ref name=":42">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Gaines|first2 = Jessica|last3 = Lyons|first3 = Terry|title = Convergence of a branching particle method to the solution of the Zakai|journal = SIAM Journal on Applied Mathematics|date = 1998|volume = 58|issue = 5|pages = 1568–1590|doi = 10.1137/s0036139996307371|s2cid = 39982562|url = https://semanticscholar.org/paper/99e8759a243cd0568b0f32cbace2ad0525b16bb6}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = Nonlinear filtering and measure-valued processes|journal = Probability Theory and Related Fields|date = 1997|volume = 109|issue = 2|pages = 217–244|doi = 10.1007/s004400050131|s2cid = 119809371}}</ref><ref>{{cite journal|last1 = Crisan|first1 = Dan|last2 = Lyons|first2 = Terry|title = A particle approximation of the solution of the Kushner–Stratonovitch equation|journal = Probability Theory and Related Fields|date = 1999|volume = 115|issue = 4|pages = 549–578|doi = 10.1007/s004400050249|s2cid = 117725141}}</ref> and by Dan Crisan, Pierre Del Moral and Terry Lyons.<ref name=":52">{{cite journal|last1 = Crisan|first1 = Dan|last2 = Del Moral|first2 = Pierre|last3 = Lyons|first3 = Terry|title = Discrete filtering using branching and interacting particle systems|journal = Markov Processes and Related Fields|date = 1999|volume = 5|issue = 3|pages = 293–318|url = http://web.maths.unsw.edu.au/~peterdel-moral/crisan98discrete.pdf}}</ref> Further developments in this field were developed in 2000 by P. Del Moral, A. Guionnet and L. Miclo.<ref name="dmm002" /><ref name="dg99">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of Measure Valued Processes with Applications to filtering|journal = C. R. Acad. Sci. Paris|date = 1999|volume = 39|issue = 1|pages = 429–434}}</ref><ref name="dg01">{{cite journal|last1 = Del Moral|first1 = Pierre|last2 = Guionnet|first2 = Alice|title = On the stability of interacting processes with applications to filtering and genetic algorithms|journal = Annales de l'Institut Henri Poincaré|date = 2001|volume = 37|issue = 2|pages = 155–194|url = http://web.maths.unsw.edu.au/~peterdel-moral/ihp.ps|doi = 10.1016/s0246-0203(00)01064-5|bibcode=2001AnIHP..37..155D}}</ref> |
| + | |
| + | 20世纪90年代末,'''丹·克里桑 Dan Crisan'''、'''杰西卡·盖恩斯 Jessica Gaines'''和'''特里·利昂斯 Terry Lyons''',以及丹·克里桑、皮埃尔·德尔·莫勒尔和特里·利昂斯也发展了具有不同种群大小的分支型粒子方法。2000年,皮埃尔·德尔·莫勒尔、'''爱丽丝·吉奥内 A. Guionnet'''和'''洛朗·米克洛 L. Miclo'''进一步发展了这一领域。 |
| + | |
| + | ''Sawilowsky lists the characteristics of a high-quality Monte Carlo simulation:'' |
| + | |
| + | ''萨维罗斯基 Sawilowsky列出了高质量蒙特卡罗模拟的特点:(和维基原文相比多出来的部分)'' |
| | | |
| ==Definitions== | | ==Definitions== |