Layered Adaptive Importance Sampling.

Luca Martino Victor Elvira David Luengo Jukka Corander

Published in: CoRR (2015)

Keyphrases

importance sampling
monte carlo
markov chain
kalman filter
rare events
particle filter
bayesian networks
particle filtering
posterior distribution
markov chain monte carlo
genetic algorithm
k means
prior knowledge
dynamic programming
maximum likelihood