Langevin incremental mixture importance sampling (Q1703855)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Langevin incremental mixture importance sampling |
scientific article |
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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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0.91544676
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0.91355366
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0.91103077
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0.9031624
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0.8989422
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