Robust Covariance Adaptation in Adaptive Importance Sampling.

Yousef El-Laham Victor Elvira Mónica F. Bugallo

Published in: IEEE Signal Process. Lett. (2018)

Keyphrases

importance sampling
monte carlo
particle filter
kalman filter
rare events
machine learning
markov chain
particle filtering
genetic algorithm
computer vision
search algorithm
pairwise
higher order
human body
markov chain monte carlo