Population Monte Carlo
Texte intégral
Figure
Documents relatifs
Keywords Bayesian statistics · Density dependence · Distance sampling · External covariates · Hierarchical modeling · Line transect · Mark-recapture · Random effects · Reversible
Uniform sampling Update error and pixel probabilities Adaptive sampling Uniform sampling. Comparison with Tsallis entropy [Xu, Sbert, Xinh and
Sample average approximation; multilevel Monte Carlo; vari- ance reduction; uniform strong large law of numbers; central limit theorem; importance Sampling..
Probabilities of errors for the single decoder: (solid) Probability of false negative, (dashed) Probability of false positive, [Down] Average number of caught colluders for the
Keywords: Monte-Carlo acceleration, importance sampling, hybrid dynamic system, piecewise deterministic Markovian process, cross-entropy, reliability,
Unit´e de recherche INRIA Rennes, Irisa, Campus universitaire de Beaulieu, 35042 RENNES Cedex Unit´e de recherche INRIA Rhˆone-Alpes, 655, avenue de l’Europe, 38330 MONTBONNOT ST
This approach can be generalized to obtain a continuous CDF estimator and then an unbiased density estimator, via the likelihood ratio (LR) simulation-based derivative estimation
When & 2 − & 1 becomes small, the parameters of the beta distribution decrease, and its (bimodal) density concentrates near the extreme values 0 and 1.. 82) say in