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Importance Sampling with the Integrated Nested Laplace Approximation.
Martin Outzen Berild
Sara Martino
Virgilio Gómez-Rubio
Håvard Rue
Published in:
J. Comput. Graph. Stat. (2022)
Keyphrases
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importance sampling
monte carlo
rare events
markov chain
particle filter
kalman filter
particle filtering
approximate inference
posterior distribution
three dimensional
object tracking