MCMC-Driven Adaptive Multiple Importance Sampling

DOI10.1007/978-3-319-12454-4_8zbMATH Open1364.65006OpenAlexW244465931WikidataQ59428051 ScholiaQ59428051MaRDI QIDQ5266578FDOQ5266578

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

Markov chain Monte Carlo (MCMC)stochastic optimizationstatistical inferencesampling scheme

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• An adaptive Metropolis algorithm
• Adaptive Multiple Importance Sampling
• Nested sampling for general Bayesian computation
• Advanced Markov Chain Monte Carlo Methods
• Safe and Effective Importance Sampling
• An introduction to MCMC for machine learning
• Markov chain Monte Carlo methods with applications to signal processing.
• Monte Carlo Bayesian signal processing for wireless communications

Cited In (7)

• Randomized maximum likelihood based posterior sampling
• Layered adaptive importance sampling
• Adaptive multiple importance sampling for Gaussian processes
• Nested adaptation of MCMC algorithms
• Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
• Adapative importance sampling on discrete Markov chains
• Markov Chain Importance Sampling—A Highly Efficient Estimator for MCMC

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