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Robust Importance Sampling for Stochastic Simulations with Uncertain Parametric Input Model.
Seung Min Baik
Young Myoung Ko
Eunshin Byon
Published in:
WSC (2023)
Keyphrases
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importance sampling
probabilistic model
monte carlo
higher order
input data
parameter estimation
closed form
computer vision
prior knowledge
kalman filter
hyperparameters