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Temporal Parallelization of Bayesian Smoothers

delete2021-01-01
delete17
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OA
AI
S
Simo Särkkä *
Á
Ángel F. García‐Fernández
DOI:10.1109/TAC.2020.2976316delete
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摘要

摘要

En 中文
This article presents algorithms for temporal parallelization of Bayesian smoothers. We define the elements and the operators to pose these problems as the solutions to all-prefix-sums operations for which efficient parallel scan-algorithms are available. We present the temporal parallelization of the general Bayesian filtering and smoothing equations, and specialize them to linear/Gaussian models. The advantage of the proposed algorithms is that they reduce the linear complexity of standard smoothing algorithms with respect to time to logarithmic.
Keyword:
Bayes methods
Smoothing methods
Mathematical model
Computational modeling
Kalman filters
Parallel algorithms
Bayesian smoothing
Kalman filtering and smoothing
parallel computing
parallel scan
prefix sums

期刊

IEEE Transactions on Automatic Control 封面图
IEEE Transactions on Automatic Control
IF:
7
论文数:
1.3W
被引数:
6.7W

机构

A
Aalto University
学者数:
1.6W
论文数: 1.5W
被引数: 2.1W
U
University of Liverpool
学者数:
2.8W
论文数: 2.5W
被引数: 3.5W
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