Posterior simulation via the exponentially tilted signed root log-likelihood ratio (Q1695516)
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English | Posterior simulation via the exponentially tilted signed root log-likelihood ratio |
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Posterior simulation via the exponentially tilted signed root log-likelihood ratio (English)
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7 February 2018
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Bayesian computation
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control variates
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exponential tilting
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signed root log-likelihood ratio
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importance sampling
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variance reduction
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