Langevin incremental mixture importance sampling.

Matteo Fasiolo Flávio Eler de Melo Simon Maskell

Published in: Stat. Comput. (2018)

Keyphrases

importance sampling
monte carlo
markov chain
kalman filter
mixture model
particle filtering
particle filter
rare events
incremental learning
posterior distribution
expectation maximization
markov chain monte carlo
approximate inference
machine learning
video sequences
spatio temporal