Alternative effective sample size measures for importance sampling.

Luca Martino Victor Elvira Francisco Louzada

Published in: SSP (2016)

Keyphrases

sample size
importance sampling
variance reduction
monte carlo
model selection
random sampling
upper bound
confidence intervals
progressive sampling
worst case
particle filter
hyperparameters
object tracking
markov chain monte carlo
kalman filter
decision trees
semi supervised
evolutionary algorithm