Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships

DOI10.2307/2291389zbMath0869.62025OpenAlexW4246108284MaRDI QIDQ3128653

Geof H. Givens, Adrian E. Raftery

Publication date: 17 April 1997

Full work available at URL: https://doi.org/10.2307/2291389

zbMATH Keywords

mean squared errorBayesian statisticskernel density estimatesimportance weightsintegral evaluationresampling algorithmadaptive importance sampling techniquesstrong nonlinear relationships

Mathematics Subject Classification ID

Multivariate analysis (62H99) Density estimation (62G07) Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

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