Abstract. In this paper we discuss new adaptive proposal strategies for sequential Monte Carlo algorithms--also known as particle filters--relying on new criteria evaluating the qu...
Many formal models of cognition implicitly use subjective probability distributions to capture the assumptions of human learners. Most applications of these models determine these...
Abstract. In engineering applications, we need to make decisions under uncertainty. Traditionally, in engineering, statistical methods are used, methods assuming that we know the p...
Vladik Kreinovich, Jan Beck, Carlos Ferregut, Arac...
—The advanced sampling and variance reduction techniques as efficient alternatives to the slow crude-MC method have recently been adopted for the analysis of timing yield in dig...
One of the main shortcomings of Markov chain Monte Carlo samplers is their inability to mix between modes of the target distribution. In this paper we show that advance knowledge ...