Bayesian Optimized Importance Sampling for High Sigma Failure Rate Estimation.
Dennis D. WellerMichael HefenbrockMohammad Saber GolanbariMichael BeiglMehdi Baradaran TahooriPublished in: DATE (2019)
Keyphrases
- importance sampling
- failure rate
- monte carlo
- posterior distribution
- markov chain monte carlo
- markov chain
- kalman filter
- approximate inference
- particle filter
- particle filtering
- sequential monte carlo
- parameter estimation
- bayesian inference
- bayesian networks
- random variables
- maximum likelihood
- graphical models
- probability distribution
- bayesian framework
- em algorithm
- gaussian process
- machine learning