On importance sampling in the problem of global optimization.
Trifon I. MissovSergei M. ErmakovPublished in: Monte Carlo Methods Appl. (2009)
Keyphrases
- global optimization
- importance sampling
- monte carlo
- markov chain
- kalman filter
- particle swarm optimization
- particle filter
- approximate inference
- particle filtering
- constrained global optimization
- graphical models
- markov chain monte carlo
- mean shift
- posterior distribution
- search space
- three dimensional
- neural network