Convergence Bounds for Sequential Monte Carlo on Multimodal Distributions using Soft Decomposition.

Holden Lee Matheau Santana-Gijzen

Published in: CoRR (2024)

Keyphrases

sequential monte carlo
particle filter
upper bound
visual tracking
particle filtering
probability distribution
posterior distribution
lower bound
worst case
importance sampling
machine learning
bayesian networks
graphical models
generative model
random variables
gaussian distribution