Computing highly accurate confidence limits from discrete data using importance sampling.

Chris J. Lloyd Degui Li

Published in: Stat. Comput. (2014)

Keyphrases

highly accurate
importance sampling
discrete data
monte carlo
continuous data
markov chain
kalman filter
high quality
high dimensional
rare events
approximate inference
data streams
weighted graph
markov chain monte carlo
particle filtering
particle filter
high accuracy
latent dirichlet allocation