Bayesian Optimization with Output-Weighted Importance Sampling.
Antoine BlanchardThemistoklis P. SapsisPublished in: CoRR (2020)
Keyphrases
- importance sampling
- monte carlo
- posterior distribution
- markov chain
- sequential monte carlo
- markov chain monte carlo
- particle filter
- kalman filter
- rare events
- particle filtering
- proposal distribution
- approximate inference
- parameter estimation
- graphical models
- bayesian inference
- support vector
- posterior probability
- maximum likelihood