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In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is e
Bayesian optimization is a sequential design strategy for global optimization of black-box functions that does not assume any functional forms. It is usually employed to optim
Particle filters, or sequential Monte Carlo methods, are a set of Monte Carlo algorithms used to find approximate solutions for filtering problems for nonlinear state-space systems, such as signal pro