Multiple importance sampling revisited: breaking the bounds.

Mateu Sbert Vlastimil Havran László Szirmay-Kalos

Published in: EURASIP J. Adv. Signal Process. (2018)

Keyphrases

importance sampling
monte carlo
large deviations
kalman filter
markov chain
variance reduction
worst case
particle filter
model selection
bayesian framework
particle filtering
posterior distribution