Bayesian Update with Importance Sampling: Required Sample Size.
Daniel Sanz-AlonsoZijian WangPublished in: Entropy (2021)
Keyphrases
- sample size
- importance sampling
- variance reduction
- posterior distribution
- hyperparameters
- monte carlo
- model selection
- markov chain monte carlo
- random sampling
- kalman filter
- upper bound
- markov chain
- particle filter
- particle filtering
- training data
- worst case
- cross validation
- confidence intervals
- objective function
- probability distribution
- pairwise
- approximate inference
- training set
- genetic algorithm