297 search results - page 1 / 60 » Adaptive Importance Sampling for Estimation in Structured Do... |
UAI
2000
13 years 6 months ago
2000
Sampling is an important tool for estimating large, complex sums and integrals over highdimensional spaces. For instance, importance sampling has been used as an alternative to ex...
IOR
2006
13 years 4 months ago
2006
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
AI
2007
Springer
13 years 11 months ago
2007
Springer
Importance sampling-based algorithms are a popular alternative when Bayesian network models are too large or too complex for exact algorithms. However, importance sampling is sensi...
ETT
2002
13 years 4 months ago
2002
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...
SAC
2008
ACM
13 years 4 months ago
2008
ACM
Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...