Method for approximating target distribution of importance sampling

MaRDI QIDQ5473034zbMATH OpenFDO

Authors Ryo Yoshida

Publication date 19 June 2006

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cited in

(3)

• Importance sampling: intrinsic dimension and computational cost
• Simulation from a Target Distribution Based on Discretization and Weighting
• Importance sampling as a variational approximation

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