National Repository of Grey Literature 22 records found  1 - 10nextend  jump to record: Search took 0.00 seconds. 
Sekvenční metody Monte Carlo
Coufal, David ; Beneš, Viktor (advisor) ; Prokešová, Michaela (referee)
Title: Sequential Monte Carlo Methods Author: David Coufal Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Viktor Beneš, DrSc. Abstract: The thesis summarizes theoretical foundations of sequential Monte Carlo methods with a focus on the application in the area of particle filters; and basic results from the theory of nonparametric kernel density estimation. The summary creates the basis for investigation of application of kernel meth- ods for approximation of densities of distributions generated by particle filters. The main results of the work are the proof of convergence of kernel estimates to related theoretical densities and the specification of the development of approx- imation error with respect to time evolution of a filter. The work is completed by an experimental part demonstrating the work of presented algorithms by simulations in the MATLABR⃝ computational environment. Keywords: sequential Monte Carlo methods, particle filters, nonparametric kernel estimates
Kernel Methods in Particle Filtering
Coufal, David ; Beneš, Viktor (advisor)
Kernel Methods in Particle Filtering David Coufal Doctoral thesis - abstract The thesis deals with the use of kernel density estimates in particle filtering. In particular, it examines the convergence of the kernel density estimates to the filtering densities. The estimates are constructed on the basis of an out- put from particle filtering. It is proved theoretically that using the standard kernel density estimation methodology is effective in the context of particle filtering, although particle filtering does not produce random samples from the filtering densities. The main theoretical results are: 1) specification of the upper bounds on the MISE error of the estimates of the filtering densities and their partial derivatives; 2) specification of the related lower bounds and 3) providing a suitable tool for checking persistence of the Sobolev character of the filtering densities over time. In addition, the thesis also focuses on designing kernels suitable for practical use. 1
Kernel Methods in Particle Filtering
Coufal, David ; Beneš, Viktor (advisor)
Kernel Methods in Particle Filtering David Coufal Doctoral thesis - abstract The thesis deals with the use of kernel density estimates in particle filtering. In particular, it examines the convergence of the kernel density estimates to the filtering densities. The estimates are constructed on the basis of an out- put from particle filtering. It is proved theoretically that using the standard kernel density estimation methodology is effective in the context of particle filtering, although particle filtering does not produce random samples from the filtering densities. The main theoretical results are: 1) specification of the upper bounds on the MISE error of the estimates of the filtering densities and their partial derivatives; 2) specification of the related lower bounds and 3) providing a suitable tool for checking persistence of the Sobolev character of the filtering densities over time. In addition, the thesis also focuses on designing kernels suitable for practical use. 1
Kernel Methods in Particle Filtering
Coufal, David ; Beneš, Viktor (advisor) ; Klebanov, Lev (referee) ; Studený, Milan (referee)
Kernel Methods in Particle Filtering David Coufal Doctoral thesis - abstract The thesis deals with the use of kernel density estimates in particle filtering. In particular, it examines the convergence of the kernel density estimates to the filtering densities. The estimates are constructed on the basis of an out- put from particle filtering. It is proved theoretically that using the standard kernel density estimation methodology is effective in the context of particle filtering, although particle filtering does not produce random samples from the filtering densities. The main theoretical results are: 1) specification of the upper bounds on the MISE error of the estimates of the filtering densities and their partial derivatives; 2) specification of the related lower bounds and 3) providing a suitable tool for checking persistence of the Sobolev character of the filtering densities over time. In addition, the thesis also focuses on designing kernels suitable for practical use. 1
Sekvenční metody Monte Carlo
Coufal, David ; Beneš, Viktor (advisor) ; Prokešová, Michaela (referee)
Title: Sequential Monte Carlo Methods Author: David Coufal Department: Department of Probability and Mathematical Statistics Supervisor: prof. RNDr. Viktor Beneš, DrSc. Abstract: The thesis summarizes theoretical foundations of sequential Monte Carlo methods with a focus on the application in the area of particle filters; and basic results from the theory of nonparametric kernel density estimation. The summary creates the basis for investigation of application of kernel meth- ods for approximation of densities of distributions generated by particle filters. The main results of the work are the proof of convergence of kernel estimates to related theoretical densities and the specification of the development of approx- imation error with respect to time evolution of a filter. The work is completed by an experimental part demonstrating the work of presented algorithms by simulations in the MATLABR⃝ computational environment. Keywords: sequential Monte Carlo methods, particle filters, nonparametric kernel estimates
Kernel density estimates in particle filter
Coufal, David
Fulltext: content.csg - Download fulltextPDF
Plný tet: v1210-14 - Download fulltextPDF
Neural and Fuzzy Modelling of Hydrological Data
Neruda, Roman ; Coufal, David
The main goal of this work is to model flood waves based on runoff and precipitation data. We utilize data from the Smeda rivera catchment provided by the CHMI in order to build several models of flood episodes. Multilayer perceptron networks and Fuzzy system models are used and their performance is compared to traditional hydrological approaches.
Fulltext: content.csg - Download fulltextPDF
Plný tet: v1172-12 - Download fulltextPDF

National Repository of Grey Literature : 22 records found   1 - 10nextend  jump to record:
See also: similar author names
3 Coufal, Daniel
2 Coufal, Denis
2 Coufal, Dušan
Interested in being notified about new results for this query?
Subscribe to the RSS feed.