Adaptive multiple importance sampling for Gaussian processes

DOI10.1080/00949655.2017.1280037OpenAlexW2229155352MaRDI QIDQ5106877

Xiaoyu Xiong, Václav Šmídl, Maurizio Filippone

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01050

zbMATH Keywords

importance samplingGaussian processesMarkov chain Monte CarloBayesian inference

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Consistency of adaptive importance sampling and recycling schemes ⋮ Altering Gaussian process to Student-t process for maximum distribution construction

Uses Software

• UCI-ml
• EGO
• NUTS
• PRMLT

Cites Work

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