Efficient importance sampling in low dimensions using affine arithmetic

DOI10.1007/s00180-017-0729-zzbMath1417.65037OpenAlexW2618227140MaRDI QIDQ1695502

Richard G. Everitt

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0729-z

zbMATH Keywords

importance samplingMonte Carlo methodsaffine arithmetic

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Interval and finite arithmetic (65G30)

Uses Software

• INTOPT_90

Cites Work

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