Another look at rejection sampling through importance sampling

DOI10.1016/J.SPL.2005.01.002MaRDI QIDQ2483865zbMATH OpenOpenAlexFDO

Authors Yuguo Chen

Publication date 1 August 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.01.002

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

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• Rejection Control and Sequential Importance Sampling
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• scientific article; zbMATH DE number 883615

Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
• Monte Carlo strategies in scientific computing
• Rejection Control and Sequential Importance Sampling
• Sequential Imputations and Bayesian Missing Data Problems

Cited in

(6)

• Importance sampling: intrinsic dimension and computational cost
• Rejection Control and Sequential Importance Sampling
• A Bayesian Approach in Estimating Transition Probabilities of a Discrete-time Markov Chain for Ignorable Intermittent Missing Data
• Testing the assumptions behind importance sampling
• A simple method for rejection sampling efficiency improvement on SIMT architectures
• Rethinking the Effective Sample Size

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