Bias point selection in the importance sampling Monte Carlo simulation of systems.

James A. Bucklew John A. Gubner

Published in: IEEE Trans. Signal Process. (2003)

Keyphrases

monte carlo simulation
monte carlo
importance sampling
markov chain
variance reduction
stochastic sampling
learning algorithm
distributed systems
kalman filter
three dimensional
particle filter
generative model
particle filtering
markov chain monte carlo
rare events