Partially Observable Markov Decision Processes Part II Additional reading: Anthony R. Cassandra. Exact and Approximate Algorithms for Partially Observable Markov Decision Processes. Ph. D. Thesis. Brown University Department of Computer Science, Providence, RI
Introduction to Markov Chain Monte Carlo Charles J. Geyer • History • Markov Chains • Intuitions of MCMC • Elementary Theory of MCMC • The Metropolis-Hastings-Green Algorithm MCMC using Hamiltonian dynamics Radford M. Neal • History • Hamiltonian Dynamics • MCMC from Hamiltonian dynamics • HMC in practice and theory • Extensions of and Variations on HMC
Foundations of State Estimation PartⅡ Topics: Hidden Markov Models Particle Filters Additional reading: L. R. Rabiner, \ tutorial on hidden Markoy models,\ Proceedings of the IEEE, vol. 77,. 257-286, 1989 Radford M. Neal, 1993. Probabilistic Inference Using Markov Chain Monte