Sworn testimony of the model evidence: Gaussian Mixture Importance (GAME) sampling
نویسندگان
چکیده
منابع مشابه
Adaptive Mixture Importance Sampling
Importance sampling involves approximation of functionals (such as expectations) of a target distribution by sampling from a design distribution. In many applications, it is natural or convenient to use a design distribution which is a mixture of given distributions. One typically has wide latitude in selecting the mixing probabilities of the design distribution. Furthermore, one can reduce var...
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ژورنال
عنوان ژورنال: Water Resources Research
سال: 2017
ISSN: 0043-1397
DOI: 10.1002/2016wr020167