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On-Line MCMC Bayesian Model Selection
This demo demonstrates how to use the sequential Monte Carlo algorithm with reversible jump MCMC steps to perform model selection in neural networks. We treat both the model dimension (number of neurons) and
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这是一篇很好的有关粒子滤波的综述性论文，具有很高的参考价值。-It is now over a decade since the pioneering contribution
of Gordon et al. (1993), which is commonly regarded
as the first instance of modern sequential Monte Carlo (SMC)
approaches. Initially focussed on applicat
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