From: A survey of Monte Carlo methods for parameter estimation
Weight den.
PMC [95]
AMIS (N=1) [98]
APIS [99]
Φn,t(θ)
qn,t(θ)
\(\frac {1}{t}\sum _{\tau =1}^{t} q_{\tau }(\boldsymbol {\theta })\)
\(\frac {1}{N}\sum _{n=1}^{N} q_{n,t}(\boldsymbol {\theta })\)
Ωn,t(θ)