This article proposes a method for approximating integrated likelihoods in finite mixture models. We formulate the model in terms of the unobserved group memberships, z, and make them the variables of integration. The integral is then evaluated using importance sampling over the z. We propose an adaptive importance sampling function which is itself a mixture, with two types of component distrib...

We propose a method for approximating integrated likelihoods in finite mixture models. We formulate the model in terms of the unobserved group memberships, z, and make them the variables of integration. The integral is then evaluated using importance sampling over the z. We propose an adaptive importance sampling function which is itself a mixture, with two types of component distributions, one...

The paper presents a method for generating solutions of a constraint satisfaction problem (CSP) uniformly at random. Our method relies on expressing the constraint network as a uniform probability distribution over its solutions and then sampling from the distribution using state-of-the-art probabilistic sampling schemes. To speed up the rate at which random solutions are generated, we augment ...

We describe a new Monte Carlo algorithm for the consistent and unbiased estimation of multidimensional integrals and the efficient sampling from multidimensional densities. The algorithm is inspired by the classical splitting method and can be applied to general static simulation models. We provide examples from rare-event probability estimation, counting, and sampling, demonstrating that the p...

We present a versatile Monte Carlo method for estimating multidimensional integrals, with applications to rare-event probability estimation. The method fuses two distinct and popular Monte Carlo simulation methods — Markov chain Monte Carlo and importance sampling — into a single algorithm. We show that for some illustrative and applied numerical examples the proposed Markov Chain importance sa...

We propose Markov chain Monte Carlo sampling methods to address uncertainty estimation in disparity computation. We consider this problem at a postprocessing stage, i.e. once the disparity map has been computed, and suppose that the only information available is the stereoscopic pair. The method, which consists of sampling from the posterior distribution given the stereoscopic pair, allows the ...

Implicit sampling is a sampling scheme for particle filters, designed to move particles one-by-one so that they remain in high-probability domains. We present a new derivation of implicit sampling, as well as a new iteration method for solving the resulting algebraic equations. 1991 Mathematics Subject Classification. 60G35, 62M20, 86A05. The dates will be set by the publisher.

a chromium electroplating bath with the ability to produce homogenous mist was used to evaluate parameters influencing hexavalent chromium (cr+6) mist sampling methods. the results of 48 cr+6mist samples collected using the u.s. national institute for occupational safety and health method 7600showed that cr+6concentration was higher: (1) for sampling by closed-face filter cassettes than for sam...