Adaptive Multiple Importance Sampling
From MaRDI portal
Publication:3145570
DOI10.1111/j.1467-9469.2011.00756.xzbMath1319.62059arXiv0907.1254WikidataQ55953615 ScholiaQ55953615MaRDI QIDQ3145570
Antonietta Mira, Jean-Michel Marin, J. M. Cornuet, Christian P. Robert Robert
Publication date: 21 December 2012
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0907.1254
population genetics; sequential Monte Carlo; particle filters; population Monte Carlo; adaptive importance sampling; banana shape target; deterministic mixture weights
62F12: Asymptotic properties of parametric estimators
62F15: Bayesian inference
92B10: Taxonomy, cladistics, statistics in mathematical biology
65C05: Monte Carlo methods
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Uses Software
Cites Work
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