MCMC-Driven Adaptive Multiple Importance Sampling
From MaRDI portal
Publication:5266578
DOI10.1007/978-3-319-12454-4_8zbMath1364.65006WikidataQ59428051 ScholiaQ59428051MaRDI QIDQ5266578
Jukka Corander, Víctor Elvira, Luca Martino, David Luengo
Publication date: 16 June 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-12454-4_8
62D05: Sampling theory, sample surveys
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Cites Work
- Unnamed Item
- An introduction to MCMC for machine learning
- Monte Carlo Bayesian signal processing for wireless communications
- Adaptive Multiple Importance Sampling
- Advanced Markov Chain Monte Carlo Methods
- Safe and Effective Importance Sampling
- An adaptive Metropolis algorithm
- Markov chain Monte Carlo methods with applications to signal processing.
- Nested sampling for general Bayesian computation