Quasi-Random Sampling Importance Resampling

DOI10.1081/SAC-200047112zbMath1069.65006OpenAlexW1966310610MaRDI QIDQ4678889

C. Rojano, Jacinto Martín, Carlos J. Pérez, María Jesús Rufo

Publication date: 23 May 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sac-200047112

zbMATH Keywords

algorithmweighted bootstrapnumerical examplesquasi-Monte Carlo methodsBayesian inferencesampling/importance resampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items

Randomized quasi-random sampling/importance resampling, On the convergence of quasi-random sampling/importance resampling, A goodness-of-fit test for copulas based on the collision test

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Point sets and sequences with small discrepancy
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
• A quasirandom approach to integration in Bayesian statistics
• Some asymptotic theory for the bootstrap
• Inference from iterative simulation using multiple sequences
• Algorithm 659
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• A multivariate generalization of the power exponential family of distributions
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• On the distribution of points in a cube and the approximate evaluation of integrals