The Annals of Applied Probability, Vol. 9, No. 4 (Nov., 1999), pp. 1202-1225 (24 pages) This paper analyzes the performance of importance sampling distributions for computing expectations with respect ...

Abstract: Recent research has shown that guiding sampling-based planners with sampling distributions, learned from previous experiences via density estimation, can significantly decrease computation ...

Abstract: Accurate estimation of the states of a nonlinear dynamical system is crucial for their design, synthesis, and analysis. Particle filters are estimators constructed by simulating trajectories ...

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