Approximate Shannon Sampling in Importance Sampling: Nearly Consistent Finite Particle Estimates.
Alec KoppelAmrit Singh BediVictor ElviraBrian M. SadlerPublished in: CoRR (2019)
Keyphrases
- importance sampling
- monte carlo
- proposal distribution
- stochastic sampling
- markov chain
- kalman filter
- particle filter
- particle filtering
- rare events
- markov chain monte carlo
- sequential monte carlo
- posterior distribution
- variance reduction
- approximate inference
- bayesian framework
- generative model
- probability distribution