Gauss-Hermite Quadrature for non-Gaussian Inference via an Importance Sampling Interpretation.
Victor ElviraPau ClosasLuca MartinoPublished in: EUSIPCO (2019)
Keyphrases
- importance sampling
- monte carlo
- markov chain monte carlo
- markov chain
- rare events
- approximate inference
- kalman filter
- probabilistic inference
- particle filter
- generative model
- band limited
- posterior distribution
- image reconstruction
- particle filtering
- image segmentation
- random variables
- high dimensional data
- graphical models
- higher order
- bayesian networks