Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
The paper focuses on developing effective importance sampling algorithms for mixed probabilistic and deterministic graphical models. The use of importance sampling in such graphi...
Sequential importance sampling (SIS), also known as particle filtering, has drawn increasing attention recently due to its superior performance in nonlinear and non-Gaussian dynam...
Yan Zhai, Mark B. Yeary, Joseph P. Havlicek, Jean-...
In this paper, a new integrated particle filter is proposed for video object tracking. After particles are generated by importance sampling, each particle is regressed on the tran...
This paper presents ISCLEs, a novel and robust analog design method that promises to scale with Moore’s Law, by doing boosting-style importance sampling on digital-sized circuit...