Backward Simulation Methods for Monte Carlo Statistical Inference.

Fredrik Lindsten Thomas B. Schön

Published in: Found. Trends Mach. Learn. (2013)

Keyphrases

monte carlo
statistical inference
monte carlo simulation
monte carlo methods
markov chain
monte carlo method
graphical models
bayesian inference
statistical learning
importance sampling
feature selection
natural language processing
variance reduction
matrix inversion
monte carlo tree search
quasi monte carlo