Enhanced Mixture Population Monte Carlo Via Stochastic Optimization and Markov Chain Monte Carlo Sampling.
Yousef El-LahamPetar M. DjuricMónica F. BugalloPublished in: ICASSP (2020)
Keyphrases
- monte carlo
- stochastic optimization
- markov chain monte carlo sampling
- markov chain monte carlo
- markov chain
- monte carlo simulation
- multistage
- mixture model
- particle filter
- monte carlo tree search
- optimal strategy
- expectation maximization
- gaussian distribution
- matrix inversion
- kalman filter
- robust optimization
- variance reduction