Path-sampling for state-dependent importance sampling.
Jose H. BlanchetJingchen LiuPublished in: WSC (2007)
Keyphrases
- importance sampling
- state dependent
- markov chain
- monte carlo
- steady state
- stationary distribution
- large deviations
- markov chain monte carlo
- optimal policy
- kalman filter
- queueing networks
- particle filter
- approximate inference
- queue length
- transition probabilities
- arrival rate
- single server
- state space
- sequential monte carlo
- particle filtering
- random walk
- graphical models
- search algorithm
- neural network
- parameter estimation
- reinforcement learning