Bagged Filters for Partially Observed Interacting Systems
部分观测相互作用系统的装袋滤波方法
Bagging (i.e., bootstrap aggregating) involves combining an ensemble of bootstrap estimators. We consider bagging for inference from noisy or incomplete measurements on a collection of interacting stochastic dynamic systems. Each system is called a unit, and each unit is associated with a spatial location. A motivating example arises in epidemiology, where each unit is a city: the majority of transmission occurs within a city, with smaller yet epidemiologically important…