In this paper we introduce Refractor Importance Sampling (RIS), an improvement to reduce error variance in Bayesian network importance sampling propagation under evidential reason...
The paper focuses on developing effective importance sampling algorithms for mixed probabilistic and deterministic graphical models. The use of importance sampling in such graphi...
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...
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...