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Improving MCMC, using efficient importance sampling.

Roman LiesenfeldJean-François Richard
Published in: Comput. Stat. Data Anal. (2008)
Keyphrases
  • importance sampling
  • monte carlo
  • markov chain
  • markov chain monte carlo
  • particle filter
  • particle filtering
  • approximate inference
  • rare events
  • kalman filter
  • higher order
  • distributed systems
  • posterior distribution