Fitting mixture importance sampling distributions via improved cross-entropy.
Tim J. BreretonJoshua C. C. ChanDirk P. KroesePublished in: WSC (2011)
Keyphrases
- importance sampling
- cross entropy
- monte carlo
- kalman filter
- markov chain
- gaussian distribution
- log likelihood
- maximum likelihood
- error function
- particle filter
- markov chain monte carlo
- particle filtering
- mixture model
- parameter estimation
- random variables
- neural network
- ranking functions
- machine learning
- learning algorithm
- approximate inference
- posterior distribution
- language modeling
- prior knowledge
- probability distribution
- active learning