Importance Sampling Via the Estimated Sampler

DOI10.1093/biomet/asm076zbMath1158.62015OpenAlexW2045569659MaRDI QIDQ3606649

Ryo Yoshido, Shinto Eguchi, Masayuki Henmi

Publication date: 26 February 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asm076

zbMATH Keywords

Monte Carlo integrationasymptotic variance zeronuisance parameter effect

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Applications of statistics (62P99) Numerical integration (65D30)

Related Items (3)

Semi-supervised learning with density-ratio estimation ⋮ Sampling Techniques for Big Data Analysis ⋮ Importance sampling in reinforcement learning with an estimated behavior policy

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