Asymptotically Tight MLD Bounds and Minimum-Variance Importance Sampling Estimator for Linear Block Codes Over BSCs.
Jinzhe PanWai Ho MowPublished in: IEEE Access (2022)
Keyphrases
- error correction
- importance sampling
- minimum variance
- worst case
- monte carlo
- lower bound
- variance reduction
- error correcting
- upper bound
- linear prediction
- markov chain
- kalman filter
- particle filter
- sample size
- particle filtering
- markov chain monte carlo
- approximate inference
- posterior distribution
- lossless compression
- multiscale