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Importance sampling variance reduction for the Fokker-Planck rarefied gas particle method.
Benjamin S. Collyer
Colm Connaughton
Duncan A. Lockerby
Published in:
J. Comput. Phys. (2016)
Keyphrases
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importance sampling
variance reduction
monte carlo
particle filter
kalman filter
particle filtering
em algorithm
decision trees
prior knowledge
probabilistic model
expectation maximization
missing data
cross validation
bayesian framework