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UAI
2008
13 years 8 months ago
Refractor Importance Sampling
In this paper we introduce Refractor Importance Sampling (RIS), an improvement to reduce error variance in Bayesian network importance sampling propagation under evidential reason...
Haohai Yu, Robert van Engelen
AI
2011
Springer
13 years 2 months ago
SampleSearch: Importance sampling in presence of determinism
The paper focuses on developing effective importance sampling algorithms for mixed probabilistic and deterministic graphical models. The use of importance sampling in such graphi...
Vibhav Gogate, Rina Dechter
SAC
2008
ACM
13 years 6 months ago
Adaptive importance sampling in general mixture classes
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the p...
Olivier Cappé, Randal Douc, Arnaud Guillin,...
ETT
2002
142views Education» more  ETT 2002»
13 years 7 months ago
Adaptive state- dependent importance sampling simulation of markovian queueing networks
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...
Pieter-Tjerk de Boer, Victor F. Nicola
AAAI
2012
11 years 9 months ago
Advances in Lifted Importance Sampling
We consider lifted importance sampling (LIS), a previously proposed approximate inference algorithm for statistical relational learning (SRL) models. LIS achieves substantial vari...
Vibhav Gogate, Abhay Kumar Jha, Deepak Venugopal