Approximations of the Optimal Importance Density Using Gaussian Particle Flow Importance Sampling
利用高斯粒子流重要性采样近似最优重要性密度
Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn from the prior and then moved according to some dynamics over an interval of pseudo-time such that their final values are distributed according to the desired posterior. In practice, implementing a particle flow sampler requires multiple…