Efficient importance sampling in low dimensions using affine arithmetic

DOI10.1007/S00180-017-0729-ZMaRDI QIDQ1695502zbMATH OpenOpenAlexFDO

Authors Richard G. Everitt

Publication date 7 February 2018

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00180-017-0729-z

zbMATH Keywords

importance samplingMonte Carlo methodsaffine arithmetic

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Interval and finite arithmetic (65G30)

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Cites work

• scientific article; zbMATH DE number 1595639 (Why is no real title available?)
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• Bayesian Inference in Econometric Models Using Monte Carlo Integration
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• Importance sampling: intrinsic dimension and computational cost
• Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
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Uses Software

• INTOPT_90

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