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Wavelet importance sampling: efficiently evaluating products of complex functions.

Petrik ClarbergWojciech JaroszTomas Akenine-MöllerHenrik Wann Jensen
Published in: ACM Trans. Graph. (2005)
Keyphrases
  • importance sampling
  • monte carlo
  • kalman filter
  • particle filtering
  • markov chain
  • multiscale
  • particle filter
  • rare events
  • probabilistic inference
  • approximate inference