Nonasymptotic Bounds for Suboptimal Importance Sampling.

Carsten Hartmann Lorenz Richter

Published in: SIAM/ASA J. Uncertain. Quantification (2024)

Keyphrases

importance sampling
large deviations
variance reduction
monte carlo
markov chain
kalman filter
lower bound
particle filter
upper bound
approximate inference
rare events
particle filtering
posterior distribution
evolutionary algorithm
state space