Safety in Augmented Importance Sampling: Performance Bounds for Robust MPPI.

Manan Gandhi Hassan Almubarak Yuichiro Aoyama Evangelos A. Theodorou

Published in: CoRR (2022)

Keyphrases

importance sampling
large deviations
monte carlo
variance reduction
lower bound
markov chain
upper bound
particle filter
kalman filter
markov chain monte carlo
rare events
machine learning
worst case
regression model
mean shift