Effective sample size for importance sampling based on discrepancy measures

Title
Effective sample size for importance sampling based on discrepancy measures
Authors
Keywords
Effective Sample Size, Perplexity, Importance Sampling, Sequential Monte Carlo, Particle Filtering, Bayesian Inference
Journal
SIGNAL PROCESSING
Volume 131, Issue -, Pages 386-401
Publisher
Elsevier BV
Online
2016-08-31
DOI
10.1016/j.sigpro.2016.08.025

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