Sequential Monte Carlo for rare event estimation.

Frédéric Cérou Pierre Del Moral Teddy Furon Arnaud Guyader

Published in: Stat. Comput. (2012)

Keyphrases

importance sampling
sequential monte carlo
rare events
monte carlo
particle filter
markov chain
kalman filter
particle filtering
visual tracking
approximate inference
markov chain monte carlo
knowledge discovery
posterior distribution
computer vision
parameter estimation
generative model
active learning