Improved cross entropy-based importance sampling with a flexible mixture model.
Iason PapaioannouSebastian GeyerDaniel StraubPublished in: Reliab. Eng. Syst. Saf. (2019)
Keyphrases
- mixture model
- importance sampling
- monte carlo
- generative model
- gaussian mixture model
- model selection
- em algorithm
- probabilistic model
- markov chain
- kalman filter
- expectation maximization
- unsupervised learning
- language model
- maximum likelihood
- particle filter
- particle filtering
- markov chain monte carlo
- probability density function
- bayesian networks
- approximate inference
- parameter estimation
- state space
- machine learning