Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samples.
Themistoklis P. SapsisPublished in: CoRR (2019)
Keyphrases
- rare events
- importance sampling
- minority class
- sampling methods
- dynamic programming
- regression model
- training samples
- data sets
- markov chain monte carlo
- class distribution
- classification error
- random sampling
- linear regression
- kalman filter
- monte carlo
- maximum likelihood
- training set
- posterior probability
- training dataset
- multi class
- support vector
- machine learning