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On Lyapunov Inequalities and Subsolutions for Efficient Importance Sampling.

Jose H. BlanchetPeter W. GlynnKevin Leder
Published in: ACM Trans. Model. Comput. Simul. (2012)
Keyphrases
  • importance sampling
  • monte carlo
  • kalman filter
  • markov chain
  • rare events
  • particle filter
  • approximate inference
  • machine learning
  • computer vision
  • spatio temporal
  • particle filtering
  • posterior distribution