Random weighting estimation of sampling distributions via importance resampling.
Bingbing GaoShesheng GaoYongmin ZhongChengfan GuPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- importance sampling
- random samples
- heavy tailed
- random sampling
- sampled data
- monte carlo
- random vectors
- relative importance
- probability density
- estimation algorithm
- random variables
- probability distribution
- density estimation
- kullback leibler distance
- parameter estimation
- standard deviation
- robust estimation
- estimation error
- normal distribution
- weighting scheme
- uniformly distributed
- term weighting
- kalman filter
- sampling methods
- data sets
- text categorization
- uniform distribution
- highly skewed