Efficient importance sampling for large sums of independent and identically distributed random variables.
Nadhir Ben RachedAbdul-Lateef Haji-AliGerardo RubinoRaúl TemponePublished in: Stat. Comput. (2021)
Keyphrases
- random variables
- independent and identically distributed
- importance sampling
- graphical models
- probability distribution
- monte carlo
- bayesian networks
- approximate inference
- latent variables
- joint distribution
- markov chain
- conditional probabilities
- probabilistic model
- posterior distribution
- marginal distributions
- higher order
- particle filter
- image segmentation
- kalman filter
- lead time
- image sequences