Doubly Adaptive Importance Sampling

DOI10.1080/10618600.2025.2530048MaRDI QIDQ7238229zbMATH OpenFDO

Authors Willem van den Boom, Andrea Cremaschi, Alexandre Hoang Thiéry

Publication date 6 May 2026

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2025.2530048

Mathematics Subject Classification ID

Statistics (62-XX)

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• Zero variance Markov chain Monte Carlo for Bayesian estimators

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