Dynamically Weighted Importance Sampling in Monte Carlo Computation

DOI10.1198/016214502388618618MaRDI QIDQ4468430zbMATH OpenOpenAlexFDO

Authors Faming Liang

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214502388618618

zbMATH Keywords

dynamic weightingMarkov chain Monte Carlo methodMetropolis-Hastings algorithmnumerical examplespopulation controlsequential importance sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(25)

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• Importance sampling in rigid body diffusion Monte Carlo
• A Bayesian generalized linear model for Crimean-Congo hemorrhagic fever incidents
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• Theoretical analysis and practical insights on importance sampling in Bayesian networks
• Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
• Sequential Monte Carlo Samplers
• Dynamic weighting in Monte Carlo and optimization
• A Theory for Dynamic Weighting in Monte Carlo Computation
• Monte Carlo sampling in diffusive dynamical systems
• An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates
• Monte Carlo sampling for stochastic weight functions
• Sea Surface Temperature Modeling using Radial Basis Function Networks With a Dynamically Weighted Particle Filter
• Regenerative Markov chain importance sampling
• A survey of sequential Monte Carlo methods for economics and finance
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Bayesian functional data analysis over dependent regions and its application for identification of differentially methylated regions
• An overview of stochastic approximation Monte Carlo
• Scalable test of statistical significance for protein-DNA binding changes with insertion and deletion of bases in the genome
• Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
• Learning Bayesian networks for discrete data

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