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5. Implicit sampling in the small-noise limit

Implicit sampling in the small-noise limit

来源 :Workshop in Stochastic Dynamics(2015随机动力研讨会) | 被引量 : 0次 | 上传用户：pastleaves

【摘 要】

：

　　Weighted direct samplers are Monte Carlo algorithms for generating independent,weighted samples from a given target probability distribution.They have a var

【作 者】

：

Kevin Lin 

【机 构】

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UniversityofArizona

【出 处】

：

Workshop in Stochastic Dynamics(2015随机动力研讨会)

【发表日期】

：

2015年8期

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论文部分内容阅读

　　Weighted direct samplers are Monte Carlo algorithms for generating independent,weighted samples from a given target probability distribution.They have a variety of applications,in particular to data assimilation and state estimation problems involving stochastic and chaotic dynamics.

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