Rejection Control and Sequential Importance Sampling

DOI10.2307/2669846MaRDI QIDQ4541163zbMATH OpenOpenAlexFDO

Authors Jun S. Liu, Rong Chen, Wing H. Wong

Publication date 30 July 2002

Full work available at URL https://doi.org/10.2307/2669846

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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(22)

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• Estimating Boltzmann averages for protein structural quantities using sequential Monte Carlo
• Efficient Bayesian analysis of multiple changepoint models with dependence across segments
• On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
• Bayesian sequential experimental design for binary response data with application to electromyographic experiments
• Usage of a pair of \(\mathbf S\)-paths in Bayesian estimation of a unimodal density
• The EM algorithm and the rise of computational biology
• Generalized rejection sampling schemes and applications in signal processing

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