Optimizing Mixture Importance Sampling Via Online Learning: Algorithms and Applications.
Tingwei LiuHong XieJohn C. S. LuiPublished in: INFOCOM (2020)
Keyphrases
- importance sampling
- monte carlo
- learning algorithm
- markov chain
- kalman filter
- machine learning
- approximate inference
- rare events
- particle filter
- active learning
- particle filtering
- training data
- mixture model
- graphical models
- markov chain monte carlo
- sample size
- gaussian distribution
- gaussian process
- pairwise
- feature selection