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Adaptive importance sampling for heavy-tailed distributions via α-divergence minimization.
Thomas Guilmeau
Nicola Branchini
Emilie Chouzenoux
Victor Elvira
Published in:
AISTATS (2024)
Keyphrases
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importance sampling
heavy tailed distributions
monte carlo
kalman filter
markov chain
rare events
particle filter
approximate inference
spatio temporal
particle filtering
markov chain monte carlo
objective function
prior knowledge
graph cuts