Langevin incremental mixture importance sampling (Q1703855): Difference between revisions
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Revision as of 11:19, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Langevin incremental mixture importance sampling |
scientific article |
Statements
Langevin incremental mixture importance sampling (English)
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7 March 2018
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importance sampling
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Langevin diffusion
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mixture density
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optimal importance distribution
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local approximation
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Kalman-Bucy filter
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