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SAC
2008
ACM
13 years 4 months ago
Adaptive methods for sequential importance sampling with application to state space models
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...
Julien Cornebise, Eric Moulines, Jimmy Olsson
UAI
2000
13 years 6 months ago
Adaptive Importance Sampling for Estimation in Structured Domains
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...
Luis E. Ortiz, Leslie Pack Kaelbling
ETT
2002
142views Education» more  ETT 2002»
13 years 4 months ago
Adaptive state- dependent importance sampling simulation of markovian queueing networks
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...
Pieter-Tjerk de Boer, Victor F. Nicola
IJCV
2008
188views more  IJCV 2008»
13 years 4 months ago
Partial Linear Gaussian Models for Tracking in Image Sequences Using Sequential Monte Carlo Methods
The recent development of Sequential Monte Carlo methods (also called particle filters) has enabled the definition of efficient algorithms for tracking applications in image sequen...
Elise Arnaud, Étienne Mémin
ECCV
2002
Springer
14 years 6 months ago
Hyperdynamics Importance Sampling
Sequential random sampling (`Markov Chain Monte-Carlo') is a popular strategy for many vision problems involving multimodal distributions over high-dimensional parameter spac...
Cristian Sminchisescu, Bill Triggs