Regenerative Markov Chain Importance Sampling (Q4976578): Difference between revisions

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+https://doi.org/10.1080/03610918.2015.1043383
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+W2561454390
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+Consistent estimation of the accuracy of importance sampling using regenerative simulation
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+Markov chain importance sampling with applications to rare event probability estimation
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+Simulating Stable Stochastic Systems: III. Regenerative Processes and Discrete-Event Simulations
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+Efficient parametrisations for normal linear mixed models
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+Bayesian Inference in Econometric Models Using Monte Carlo Integration
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+Monte Carlo sampling methods using Markov chains and their applications
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+On the applicability of regenerative simulation in Markov chain Monte Carlo
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+Introduction to Regenerative Simulation
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+Dynamically Weighted Importance Sampling in Monte Carlo Computation
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+Improving MCMC, using efficient importance sampling
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+Monte Carlo strategies in scientific computing.
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+Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
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+Markov chains and stochastic stability
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+Regenerative Markov Chain Monte Carlo for Any Distribution
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+Understanding the Hastings Algorithm
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+Layer Sampling
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+Self-regenerative Markov chain Monte Carlo with adaptation
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+Markov chains for exploring posterior distributions. (With discussion)
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