Monte Carlo Integration in Bayesian Estimation
نویسندگان
چکیده
Prologue The goal of this tutorial presentation is to focus on the pervasiveness of Monte-Carlo integration and importance sampling in Bayesian estimation, in general, and in particle filtering, in particular. This tutorial is a continuation of my tutorial: " ML, MAP, and Bayesian — The Holy Trinity of Parameter Estimation and Data Prediction " that can be downloaded from:
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