Importance Sampling with the Integrated Nested Laplace Approximation
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Publication:5057258
DOI10.1080/10618600.2022.2067551OpenAlexW3134457650WikidataQ114099329 ScholiaQ114099329MaRDI QIDQ5057258FDOQ5057258
Håvard Rue, Martin Outzen Berild, Sara Martino, Virgilio Gómez-Rubio
Publication date: 16 December 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.02721
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Cited In (11)
- A principled stopping rule for importance sampling
- Importance sampling and the nested bootstrap
- Coupling the reduced-order model and the generative model for an importance sampling estimator
- A joint Bayesian framework for missing data and measurement error using integrated nested Laplace approximations
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation
- Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
- Gibbs sampler by sampling-importance-resampling
- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
- Approximating Bayes in the 21st century
- An importance sampling method based on the density transformation of Lévy processes
- Langevin incremental mixture importance sampling
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