Layered adaptive importance sampling
From MaRDI portal
Publication:2361441
DOI10.1007/s11222-016-9642-5zbMath1505.62276arXiv1505.04732WikidataQ56443049 ScholiaQ56443049MaRDI QIDQ2361441
David Luengo, Víctor Elvira, Jukka Corander, Luca Martino
Publication date: 30 June 2017
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.04732
Bayesian inference; population Monte Carlo; adaptive importance sampling; parallel MCMC; multiple importance sampling
62-08: Computational methods for problems pertaining to statistics
62F15: Bayesian inference
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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