Adaptive Multiple Importance Sampling

DOI10.1111/j.1467-9469.2011.00756.xzbMath1319.62059arXiv0907.1254OpenAlexW1665662210WikidataQ55953615 ScholiaQ55953615MaRDI QIDQ3145570

Antonietta Mira, Jean-Michel Marin, J. M. Cornuet, Christian P. Robert Robert

Publication date: 21 December 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.1254

zbMATH Keywords

population geneticssequential Monte Carloparticle filterspopulation Monte Carloadaptive importance samplingbanana shape targetdeterministic mixture weights

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Taxonomy, cladistics, statistics in mathematical biology (92B10) Monte Carlo methods (65C05)

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Uses Software

• Mixmod
• DIYABC

Cites Work

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• Monte Carlo strategies in scientific computing

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