BR-SNIS: Bias Reduced Self-Normalized Importance Sampling.
Gabriel CardosoSergey SamsonovAchille ThinEric MoulinesJimmy OlssonPublished in: NeurIPS (2022)
Keyphrases
- importance sampling
- variance reduction
- monte carlo
- markov chain
- kalman filter
- particle filter
- particle filtering
- approximate inference
- rare events
- markov chain monte carlo
- machine learning
- posterior distribution
- similarity measure
- parameter estimation
- sample size
- probability distribution
- closed form
- visual tracking
- image segmentation