On the use of stochastic approximation Monte Carlo for Monte Carlo integration
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Publication:1007341
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- Stochastic Approximation in Monte Carlo Computation
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Cited in
(21)- A generalization of spatial Monte Carlo integration
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- Longitudinal functional principal component modelling via stochastic approximation Monte Carlo
- A Theory for Dynamic Weighting in Monte Carlo Computation
- Stochastic approximation Monte Carlo importance sampling for approximating exact conditional probabilities
- Simulated stochastic approximation annealing for global optimization with a square-root cooling schedule
- Dynamically Weighted Importance Sampling in Monte Carlo Computation
- A Theory of Statistical Models for Monte Carlo Integration
- An adaptively weighted stochastic gradient MCMC algorithm for Monte Carlo simulation and global optimization
- An overview of stochastic approximation Monte Carlo
- Exact inference in contingency tables via stochastic approximation Monte Carlo
- Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
- Stochastic approximation Monte Carlo EM for change-point analysis
- Learning Bayesian networks for discrete data
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Trajectory averaging for stochastic approximation MCMC algorithms
- scientific article; zbMATH DE number 3932286 (Why is no real title available?)
- scientific article; zbMATH DE number 3852302 (Why is no real title available?)
- On the optimization of approximate integration by Monte Carlo methods
- Stochastic Approximation in Monte Carlo Computation
- Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
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