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What is a particle filter?

  • A.An exact inference algorithm for continuous state models
  • B.A sampling method representing the belief by weighted samples
  • C.A filter removing outliers from a stream of observations
  • D.A method for tracking particles in a physical simulation

Answer: B

Representing the belief state by a population of weighted samples, propagating them through the transition model and reweighting by the observation, handles continuous and non-linear models that exact methods cannot. Resampling concentrates the population where the probability is. Outlier removal, physical simulation and exactness are different notions. Approximating a distribution by a sample, when no closed form exists, is a technique whose generality is its main attraction. Reading the definition literally, rather than recalling a formula, is the reliable route through questions of this shape.

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