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Importance sampling with the generalized exponential power density.

Alain DesgagnéJean-François Angers
Published in: Stat. Comput. (2005)
Keyphrases
  • importance sampling
  • monte carlo
  • markov chain
  • kalman filter
  • particle filter
  • rare events
  • particle filtering
  • approximate inference
  • three dimensional
  • search algorithm
  • dynamic programming
  • markov chain monte carlo