We describe a novel approach to quadrature for ratios of probabilistic integrals, such as are used to compute posterior probabilities. This approach offers performance superior t...
Michael A. Osborne, Roman Garnett, Stephen J. Robe...
—Particle filter is a powerful visual tracking tool based on sequential Monte Carlo framework, and it needs large numbers of samples to properly approximate the posterior density...
Guangyu Zhu, Dawei Liang, Yang Liu, Qingming Huang...
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Importance sampling is a popular approach to estimate rare event failures of SRAM cells. We propose to improve importance sampling by probability collectives. First, we use “Kul...
Fang Gong, Sina Basir-Kazeruni, Lara Dolecek, Lei ...
The links between genetic algorithms and population-based Markov Chain Monte Carlo (MCMC) methods are explored. Genetic algorithms (GAs) are well-known for their capability to opt...