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Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates.
Julien Demange-Chryst
François Bachoc
Jérôme Morio
Published in:
Stat. Comput. (2023)
Keyphrases
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importance sampling
monte carlo
markov chain
rare events
variance estimator
particle filter
kalman filter
approximate inference
markov chain monte carlo
image segmentation
reinforcement learning
higher order
posterior distribution