A population Monte Carlo scheme for computational inference in high dimensional spaces.
Eugenia KoblentsJoaquín MíguezPublished in: ICASSP (2013)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- markovian decision
- particle filter
- monte carlo tree search
- markov chain monte carlo
- simulation study
- stochastic approximation
- optimal strategy
- temporal difference
- point processes
- adaptive sampling
- matrix inversion
- variance reduction
- bayesian networks
- monte carlo methods
- mathematical programming
- monte carlo method
- global illumination
- bayesian inference
- model selection
- probability distribution