Importance sampling: intrinsic dimension and computational cost (Q1750255): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance sampling: intrinsic dimension and computational cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian posterior contraction rates for linear severely ill-posed inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fundamentals of stochastic filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4940095 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the stability of sequential Monte Carlo methods in high dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stable particle filter for a class of high-dimensional state-space models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5483032 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4907706 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of the Hessian for inverse scattering problems: I. Inverse shape scattering of acoustic waves / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal rates for the regularized least-squares algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp adaptation for inverse problems with random noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: The sample size required in importance sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Another look at rejection sampling through importance sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Sequential Monte Carlo / rank
 
Normal rank
Property / cites work
 
Property / cites work: Active Subspaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: MCMC methods for functions: modifying old algorithms to make them faster / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4700900 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of convergence results on particle filtering methods for practitioners / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3086327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood-informed dimension reduction for nonlinear inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4819702 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4501607 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2753022 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluation for moments of a ratio with application to regression estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The ratio of the extreme to the sum in a random sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance Sampling for Multiscale Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4895893 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posed stochastic extensions of ill-posed linear problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bridging the ensemble Kalman and particle filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Choosing and Bounding Probability Metrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on auxiliary particle filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Methods of Reducing Sample Size in Monte Carlo Computations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical and computational inverse problems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Posterior consistency and convergence rates for Bayesian inversion with hypoelliptic operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian inverse problems with Gaussian priors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Recovery of the Initial Condition for the Heat Equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Imputations and Bayesian Missing Data Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5713157 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4850020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian statistical inverse problems. Part I: Posterior distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian statistical inverse problems. II: Posterior convergence for approximated unknowns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4531961 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear inverse problems for generalised random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3015759 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Two-Stage Importance Sampling With Mixture Proposals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Approximation in Monte Carlo Computation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Oracle-type posterior contraction rates in Bayesian inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658973 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo strategies in scientific computing. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential Monte Carlo Methods for Dynamic Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrepancy based model selection in statistical inverse problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear estimators and measurable linear transformations on a Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The expected ratio of the sum of squares to the square of the sum / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation by implicit sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothness and dimension reduction in quasi-Monte Carlo methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear and Nonlinear Inverse Problems with Practical Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Safe and Effective Importance Sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtering via Simulation: Auxiliary Particle Filters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian inverse problems with non-conjugate priors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Can local particle filters beat the curse of dimensionality? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the best constant in Marcinkiewicz-Zygmund inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance Sampling and Necessary Sample Size: An Information Theory Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Low-rank Approximations of Bayesian Linear Inverse Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Measures of Model Complexity and Fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations and importance sampling for systems of slow-fast motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse problems: A Bayesian perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Likelihood Approach for Monte Carlo Integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on Metropolis-Hastings kernels for general state spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rare Event Simulation of Small Noise Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Posterior consistency for Bayesian inverse problems through stability and regression results / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the role of interaction in sequential Monte Carlo algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning Bounds for Kernel Regression Using Effective Data Dimensionality / rank
 
Normal rank

Latest revision as of 15:30, 15 July 2024

scientific article
Language Label Description Also known as
English
Importance sampling: intrinsic dimension and computational cost
scientific article

    Statements

    Importance sampling: intrinsic dimension and computational cost (English)
    0 references
    18 May 2018
    0 references
    importance sampling
    0 references
    notions of dimension
    0 references
    small noise
    0 references
    absolute continuity
    0 references
    inverse problems
    0 references
    filtering
    0 references
    computational cost
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers