Safe and Effective Importance Sampling

From MaRDI portal
Publication:4541283

DOI10.2307/2669533zbMath0998.65003OpenAlexW4248659657MaRDI QIDQ4541283

No author found.

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669533



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (63)

Issues in the multiple try Metropolis mixingLayered adaptive importance samplingThermodynamic Bayesian model comparisonWarp Bridge Sampling: The Next GenerationOn the Error Rate of Importance Sampling with Randomized Quasi-Monte CarloRepresentation of analysis results involving aleatory and epistemic uncertaintyEfficient estimation of the link function parameter in a robust Bayesian binary regression modelEfficient high-dimensional importance samplingEnsemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance SamplingThe sample size required in importance samplingQuasi-Monte Carlo Image Synthesis in a NutshellUnnamed ItemCombining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity modelsDaisee: Adaptive importance sampling by balancing exploration and exploitationConsistency of adaptive importance sampling and recycling schemesComputing highly accurate confidence limits from discrete data using importance samplingAdaptive importance sampling for extreme quantile estimation with stochastic black box computer modelsGradient-based adaptive importance samplersMeta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimizationRao–Blackwellisation in the Markov Chain Monte Carlo EraA tutorial on bridge samplingAdaptive multiple importance sampling for Gaussian processesSequential importance sampling for estimating expectations over the space of perfect matchingsEfficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variatesSelection of Proposal Distributions for Multiple Importance SamplingPosterior simulation via the exponentially tilted signed root log-likelihood ratioImportance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic varianceQuasi-Monte Carlo SoftwareLarge Deviation Theory-based Adaptive Importance Sampling for Rare Events in High DimensionsVariance analysis of multiple importance sampling schemesSlip Rates and Slip Modes in an Actively Mode-Locked LaserA Defensive Marginal Particle Filtering Method for Data AssimilationBayesian Monte Carlo testing with one-dimensional measures of evidenceImportance sampling the union of rare events with an application to power systems analysisA CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEMMultifidelity probability estimation via fusion of estimatorsConditional reliability analysis in high dimensions based on controlled mixture importance sampling and information reuseA Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance SamplingUncertainty assessment over any volume without simulation: revisiting multi-Gaussian krigingMinimization of a class of rare event probabilities and buffered probabilities of exceedanceImportance sampling: intrinsic dimension and computational costQuasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EMA Tight Bound of Hard ThresholdingProposal adaptation in simulated annealing for continuous optimization problemsAdaptive importance sampling and control variatesMonte Carlo integration with a growing number of control variatesSafe adaptive importance sampling: a mixture approachEstimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance SamplingCross-validation prior choice in Bayesian probit regression with many covariatesAdversarial classification: an adversarial risk analysis approachA Geometric Approach to Comparing Treatments for Rapidly Fatal DiseasesImplicitly adaptive importance samplingControl variate selection for Monte Carlo integrationIncremental Mixture Importance Sampling With Shotgun OptimizationA Path‐Based Method for Simulating Large Deviations and Rare Events in Nonlinear Lightwave SystemsSequential Monte Carlo samplers with independent Markov chain Monte Carlo proposalsGeneralized multiple importance samplingImportance sampling and its optimality for stochastic simulation modelsHierarchical-block conditioning approximations for high-dimensional multivariate normal probabilitiesA cluster-sample approach for Monte Carlo integration using multiple samplersEfficient Importance Sampling in Quasi-Monte Carlo Methods for Computational FinanceMCMC-Driven Adaptive Multiple Importance SamplingAdaptive Multiple Importance Sampling




This page was built for publication: Safe and Effective Importance Sampling