Flexible Effective Sample Size Based on the Message Importance Measure
In Monte Carlo based importance sampling estimations, Effective Sample Size (ESS) is an important index of simulation efficiency, since ESS can measure the divergence between the target distribution and the proposal distribution effectively, and thus is widely used to decide whether resampling is ne...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Open Journal of Signal Processing |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9258972/ |