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Ant-based approach for determining the change of measure in importance sampling.

Poul E. HeegaardWerner Sandmann
Published in: WSC (2007)
Keyphrases
  • importance sampling
  • monte carlo
  • markov chain
  • kalman filter
  • particle filter
  • particle filtering
  • similarity measure
  • rare events
  • approximate inference
  • semi supervised
  • least squares