Integration of Multimodal Functions by Monte Carlo Importance Sampling
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Publication:5288902
DOI10.2307/2290324zbMATH Open0782.65038OpenAlexW4229706959MaRDI QIDQ5288902FDOQ5288902
Publication date: 28 February 1994
Full work available at URL: https://doi.org/10.2307/2290324
mixtureimportance samplingvariance reductionalgorithmcontrol variaterandom variate generationweight functionMonte Carlo integrationimportance function
Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)
Cited In (16)
- Population Quasi-Monte Carlo
- An efficient binning scheme with application to statistical crack mechanics
- Importance sampling from posterior distributions using copula-like approximations
- Sequential Monte Carlo Samplers
- Computational advances for and from Bayesian analysis
- The generalized kinetic modelling of a multicomponent ``real-life fluid by means of a single distribution function
- A Survey of Sequential Monte Carlo Methods for Economics and Finance
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Using mixtures of \(t\) densities to make inferences in the presence of missing data with a small number of multiply imputed data sets
- Adaptive sequential Monte Carlo by means of mixture of experts
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
- A Bayesian estimation of factor score in confirmatory factor model with polytomous, censored or truncated data
- Product-form estimators: exploiting independence to scale up Monte Carlo
- Improved initial sampling for the ensemble Kalman filter
- A new technique for sampling multi-modal distributions
- Adaptive mixture importance sampling
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