Estimation and approximation of densities of i.i.d. sums via importance sampling.

Rajan Srinivasan

Published in: Signal Process. (1998)

Keyphrases

importance sampling
monte carlo
markov chain
particle filter
kalman filter
rare events
particle filtering
approximate inference
probability distribution
graphical models
probability density function
markov chain monte carlo
computer vision
least squares
random variables
belief propagation