Density Estimation by Randomized Quasi-Monte Carlo.
Amal Ben AbdellahPierre L'EcuyerArt B. OwenFlorian PuchhammerPublished in: SIAM/ASA J. Uncertain. Quantification (2021)
Keyphrases
- density estimation
- quasi monte carlo
- monte carlo
- variance reduction
- particle filter
- state space
- mixture model
- probability density function
- density function
- probability density
- outlier detection
- em algorithm
- gaussian mixture model
- importance sampling
- sample size
- expectation maximization
- density estimators
- density estimates
- markov chain
- parzen window
- image segmentation
- dimensionality reduction
- particle filtering
- maximum likelihood
- mean shift