Quantile importance sampling

DOI10.1214/25-BJPS638MaRDI QIDQ6870007zbMATH OpenFDO

Authors Jyotishka Datta, Nicholas G. Polson

Publication date 21 January 2026

Published in Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/brazilian-journal-of-probability-and-statistics/volume-39/issue-3/Quantile-importance-sampling/10.1214/25-BJPS638.full

zbMATH Keywords

Monte Carloimportance samplingnested samplingevidence estimationvertical-likelihood

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites work

• scientific article; zbMATH DE number 1350773 (Why is no real title available?)
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• On improved estimation for importance sampling
• Processing simulation output by riemann sums
• Properties of nested sampling
• Quantile importance sampling
• The Monte Carlo Method
• Weighted Average Importance Sampling and Defensive Mixture Distributions
• Weighted Monte Carlo Integration

Cited in

(1)

• Quantile importance sampling

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