Optimized Population Monte Carlo

Computer Science

• Target Distribution 100%
• Importance Sampling 100%
• Scale Parameter 100%
• Approximation (Algorithm) 50%
• Subclasses 50%
• Geometric Information 50%
• Adaptive Mechanism 50%
• Scaling Metric 50%
• Gradient Direction 50%
• Numerical Example 50%
• Second Order Information 50%

Mathematics

• Importance Sampling 100%
• target distribution π 100%
• Monte Carlo 100%
• Scale Parameter 100%
• Matrix 50%
• Bayesian Inference 50%
• Numerical Example 50%
• Monte Carlo Algorithm 50%
• Integral 50%
• Proposal Density 50%

Engineering

• Preconditioning Matrix 50%