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RJMCMC Tutorial Machine Learning

Scrapped from : http://cvlab.epfl.ch/~ksmith/tutorial/rjmcmc.php

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RJMCMC Tutorial

     

What is this Tutorial About?




Thegoal of this tutorial is to provide an understanding of theReversible-Jump Markov Chain Monte Carlo (RJMCMC, also known astrans-dimensional MCMC) applied to multi-object video tracking. RJMCMC is a method of approximate inference for a Dynamic Bayesian Network(DBN), which is a probabilistic method for modeling dependencies,applied here to model the problem of tracking. I have tried to presentthe RJMCMC approach in clear and simple terms in this tutorial, withthe aid of some graphics and animations to illustrate some of the moredifficult concepts. I have also tried to give a general algorithmicdescription of the RJMCMC approach, so that the reader is free toimplement it in the style and programming language of his or her choice.


© 2009 Kevin Smith. All rights reserved.



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