Adaptive mixture importance sampling

DOI10.1080/00949659808811890MaRDI QIDQ4212978zbMATH OpenOpenAlexFDO

Authors Nandini Raghavan, Dennis D. Cox

Publication date 5 June 2001

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

Full work available at URL https://doi.org/10.1080/00949659808811890

zbMATH Keywords

Bayesian inferenceimportance samplingmixture distributionsnonparametric curve inferencestratified sampling

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08)

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Cites work

• Approximation theorems of mathematical statistics
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• Integration of Multimodal Functions by Monte Carlo Importance Sampling
• Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
• Weighted Average Importance Sampling and Defensive Mixture Distributions

Cited in

(23)

• Efficient importance sampling in mixture frameworks
• Langevin incremental mixture importance sampling
• Safe adaptive importance sampling: a mixture approach
• Implicitly adaptive importance sampling
• Importance conditional sampling for Pitman-Yor mixtures
• Generalized multiple importance sampling
• Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
• Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
• Adaptive multiple importance sampling
• Convergence of Monte Carlo distribution estimates from rival samplers
• scientific article; zbMATH DE number 1098820 (Why is no real title available?)
• Safe and Effective Importance Sampling
• scientific article; zbMATH DE number 4113754 (Why is no real title available?)
• Weighted Average Importance Sampling and Defensive Mixture Distributions
• Adaptive multiple importance sampling for Gaussian processes
• Importance sampling schemes for evidence approximation in mixture models
• A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
• Integration of Multimodal Functions by Monte Carlo Importance Sampling
• Two-Stage Importance Sampling With Mixture Proposals
• Method for approximating target distribution of importance sampling
• Accelerating convergence in stochastic particle dispersion simulation codes
• The square root rule for adaptive importance sampling
• Convergence of adaptive mixtures of importance sampling schemes

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