Bayesian analysis of rare events.

Daniel Straub Iason Papaioannou Wolfgang Betz

Published in: J. Comput. Phys. (2016)

Keyphrases

rare events
bayesian analysis
fraud detection
importance sampling
computationally feasible
distributed data
class distribution
class imbalance
data sets
feature selection
support vector
particle filter
parameter estimation
monte carlo
outlier detection
particle filtering