Incremental Mixture Importance Sampling With Shotgun Optimization

DOI10.1080/10618600.2019.1592756MaRDI QIDQ3391204zbMATH OpenOpenAlexFDO

Authors Biljana Jonoska Stojkova, David A. Campbell

Publication date 28 March 2022

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

Full work available at URL https://arxiv.org/abs/1711.04827

zbMATH Keywords

chaotic stochastic difference modelsdifferential equation modelsimportance samplingmultimodal posteriornumerical optimizationsynthetic likelihood topologies

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(4)

• IMIS-ShOpt
• Efficient importance sampling in mixture frameworks
• Langevin incremental mixture importance sampling
• Penalised t-walk MCMC

Describes a project that uses

Uses Software

• CollocInfer
• diffEq
• matrixcalc
• R
• deSolve
• flexmix
• numDeriv
• Mcmcpack
• CODA
• lokern
• truncnorm
• gtools

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