Bayesian Update with Importance Sampling: Required Sample Size
Importance sampling is used to approximate Bayes’ rule in many computational approaches to Bayesian inverse problems, data assimilation and machine learning. This paper reviews and further investigates the required sample size for importance sampling in terms of the <inline-formula><math di...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-12-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/23/1/22 |