Adaptive importance sampling in signal processing
نویسندگان
چکیده
منابع مشابه
Adaptive importance sampling in signal processing
In Bayesian signal processing, all the information about the unknowns of interest is contained in their posterior distributions. The unknowns can be parameters of a model, or a model and its parameters. In many important problems, these distributions are impossible to obtain in analytical form. An alternative is to generate their approximations by Monte Carlo-based methods like Markov chain Mon...
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ژورنال
عنوان ژورنال: Digital Signal Processing
سال: 2015
ISSN: 1051-2004
DOI: 10.1016/j.dsp.2015.05.014