MCMC-driven adaptive multiple importance sampling
DOI10.1007/978-3-319-12454-4_8zbMATH Open1364.65006OpenAlexW244465931WikidataQ59428051 ScholiaQ59428051MaRDI QIDQ5266578FDOQ5266578
Authors: Luca Martino, Víctor Elvira, David Luengo, Jukka Corander 
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
Recommendations
Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05)
Cites Work
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- An adaptive Metropolis algorithm
- Adaptive Multiple Importance Sampling
- Nested sampling for general Bayesian computation
- Advanced Markov chain Monte Carlo methods. Learning from past samples.
- 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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