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BR-SNIS: Bias Reduced Self-Normalized Importance Sampling.

Gabriel CardosoSergey SamsonovAchille ThinEric MoulinesJimmy Olsson
Published in: CoRR (2022)
Keyphrases
  • importance sampling
  • variance reduction
  • monte carlo
  • markov chain
  • kalman filter
  • particle filter
  • rare events
  • particle filtering
  • approximate inference
  • genetic algorithm
  • similarity measure
  • prior knowledge