MCMC-Driven Adaptive Multiple Importance Sampling

DOI10.1007/978-3-319-12454-4_8zbMath1364.65006OpenAlexW244465931WikidataQ59428051 ScholiaQ59428051MaRDI QIDQ5266578

Jukka Corander, Víctor Elvira, Luca Martino, David Luengo

Publication date: 16 June 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12454-4_8

zbMATH Keywords

stochastic optimizationstatistical inferenceMarkov chain Monte Carlo (MCMC)sampling scheme

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Layered adaptive importance sampling ⋮ Randomized maximum likelihood based posterior sampling ⋮ Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC

Cites Work

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• An introduction to MCMC for machine learning
• Monte Carlo Bayesian signal processing for wireless communications
• Adaptive Multiple Importance Sampling
• Advanced Markov Chain Monte Carlo Methods
• Safe and Effective Importance Sampling
• An adaptive Metropolis algorithm
• Markov chain Monte Carlo methods with applications to signal processing.
• Nested sampling for general Bayesian computation

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