Adaptive Multiple Importance Sampling (Q3145570)

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Adaptive Multiple Importance Sampling
scientific article

    Statements

    title
    Adaptive Multiple Importance Sampling (English)
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    author
    J. M. Cornuet
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    Jean-Michel Marin
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    Antonietta Mira
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    publication date
    21 December 2012
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    zbMATH Keywords
    adaptive importance sampling
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    banana shape target
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    deterministic mixture weights
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    particle filters
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    population genetics
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    population Monte Carlo
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    sequential Monte Carlo
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    Identifiers

    Mathematics Subject Classification ID
    62F15
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    62F12
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    65C05
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    92B10
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    zbMATH DE Number
    6118011
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