The Square Root Rule for Adaptive Importance Sampling.
Art B. OwenYi ZhouPublished in: ACM Trans. Model. Comput. Simul. (2020)
Keyphrases
- bayesian framework
- square root
- importance sampling
- posterior distribution
- probability density function
- kalman filtering
- kalman filter
- monte carlo
- prior knowledge
- floating point
- markov chain
- particle filter
- approximate inference
- euclidean space
- arrival rate
- particle filtering
- bayesian networks
- graphical models
- least squares