Quasi-Random Sampling Importance Resampling

DOI10.1081/SAC-200047112MaRDI QIDQ4678889zbMATH OpenOpenAlexFDO

Authors C. Rojano, Carlos J. Pérez, Jacinto Martín, María Jesús Rufo

Publication date 23 May 2005

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sac-200047112

zbMATH Keywords

Bayesian inferencenumerical examplesquasi-Monte Carlo methodsalgorithmweighted bootstrapsampling/importance resampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09)

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Cites work

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• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A multivariate generalization of the power exponential family of distributions
• A quasirandom approach to integration in Bayesian statistics
• Algorithm 647: Implementation and Relative Efficiency of Quasirandom Sequence Generators
• Algorithm 659
• Funktionen von beschränkter Variation in der Theorie der Gleichverteilung
• Inference from iterative simulation using multiple sequences
• On the distribution of points in a cube and the approximate evaluation of integrals
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Point sets and sequences with small discrepancy
• Quasi-Random Methods for Estimating Integrals Using Relatively Small Samples
• Some asymptotic theory for the bootstrap

Cited in

(9)

• Quantization based recursive importance sampling
• Discrepancy-based inference for intractable generative models using quasi-Monte Carlo
• scientific article; zbMATH DE number 5263157 (Why is no real title available?)
• On the convergence of quasi-random sampling/importance resampling
• Variance-reduced sampling importance resampling
• A goodness-of-fit test for copulas based on the collision test
• A sampling scheme for estimating the prevalence of a pandemic
• Randomized quasi-random sampling/importance resampling
• Improved Sampling‐Importance Resampling and Reduced Bias Importance Sampling

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