Πλοήγηση ανά Θέμα "Sequential importance sampling"
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Bayesian annealed sequential importance sampling: An unbiased version of transitional Markov chain Monte Carlo
(2018)The transitional Markov chain Monte Carlo (TMCMC) is one of the efficient algorithms for performing Markov chain Monte Carlo (MCMC) in the context of Bayesian uncertainty quantification in parallel computing architectures. ... -
Sequential importance sampling for structural reliability analysis
(2016)This paper proposes the application of sequential importance sampling (SIS) to the estimation of the probability of failure in structural reliability. SIS was developed originally in the statistical community for exploring ...