MCMC-Driven Adaptive Multiple Importance Sampling (Q5266578)

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scientific article; zbMATH DE number 6732151
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MCMC-Driven Adaptive Multiple Importance Sampling
scientific article; zbMATH DE number 6732151

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    MCMC-Driven Adaptive Multiple Importance Sampling (English)
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    16 June 2017
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    statistical inference
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    stochastic optimization
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    Markov chain Monte Carlo (MCMC)
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    sampling scheme
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