Importance sampling for Bayesian sensitivity analysis.
Ben O'NeillPublished in: Int. J. Approx. Reason. (2009)
Keyphrases
- sensitivity analysis
- importance sampling
- posterior distribution
- monte carlo
- markov chain monte carlo
- managerial insights
- markov chain
- particle filter
- kalman filter
- sequential monte carlo
- rare events
- probability distribution
- approximate inference
- posterior probability
- variational inequalities
- proposal distribution
- bayesian networks
- particle filtering
- bayesian inference
- latent variables
- bayesian framework
- graphical models
- parameter estimation
- maximum likelihood
- object tracking
- dynamic programming
- special case
- learning algorithm