On the Choice of Alternative Measures in Importance Sampling with Markov Chains.

Sigrún Andradóttir Daniel P. Heyman Teunis J. Ott

Published in: Oper. Res. (1995)

Keyphrases

importance sampling
markov chain
monte carlo
steady state
transition probabilities
stationary distribution
markov chain monte carlo
state space
large deviations
random walk
variance reduction
transition matrix
markov processes
probabilistic automata
feature space
model selection
pairwise
computer vision