Monte Carlo smoothing for non-linearly distorted signals.
William FongSimon J. GodsillPublished in: ICASSP (2001)
Keyphrases
- monte carlo
- gaussian white noise
- monte carlo simulation
- markov chain
- monte carlo tree search
- monte carlo methods
- importance sampling
- simulation study
- signal processing
- particle filter
- adaptive sampling
- stochastic approximation
- markovian decision
- matrix inversion
- variance reduction
- point processes
- image processing
- temporal difference
- independent component analysis
- simulated annealing
- upper bound
- quasi monte carlo