Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo.
Jere KoskelaDario SpanòPaul A. JenkinsPublished in: Stat. Comput. (2018)
Keyphrases
- markov processes
- sequential monte carlo
- importance sampling
- markov chain
- rare events
- random fields
- markov process
- markov chain monte carlo
- particle filter
- monte carlo
- probabilistic inference
- stochastic processes
- kalman filter
- non stationary
- bayesian networks
- particle filtering
- computer vision
- bayesian inference
- visual tracking
- parameter estimation
- fraud detection
- least squares
- hidden markov models