A Double Proposal Normalized Importance Sampling Estimator.

Roland Lamberti Yohan Petetin François Septier François Desbouvries

Published in: SSP (2018)

Keyphrases

importance sampling
monte carlo
rare events
kalman filter
markov chain
particle filter
variance estimator
particle filtering
variance reduction
approximate inference
markov chain monte carlo
machine learning
similarity measure
maximum likelihood
object tracking