Safe and Effective Importance Sampling
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(97)- Exact inference using variable integrating constant importance distributions
- Importance sampling for families of distributions
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model
- The sample size required in importance sampling
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
- A tutorial on bridge sampling
- Efficient importance sampling in low dimensions using affine arithmetic
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio
- Safe probability
- Bayesian Monte Carlo testing with one-dimensional measures of evidence
- Importance sampling the union of rare events with an application to power systems analysis
- Importance sampling: intrinsic dimension and computational cost
- Adaptive importance sampling and control variates
- Safe adaptive importance sampling: a mixture approach
- Implicitly adaptive importance sampling
- Control variate selection for Monte Carlo integration
- A general purpose strategy for realizing the zero-variance importance sampling and calculating the unknown integration constant
- Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
- Multifidelity probability estimation via fusion of estimators
- Conditional reliability analysis in high dimensions based on controlled mixture importance sampling and information reuse
- Uncertainty assessment over any volume without simulation: revisiting multi-Gaussian kriging
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance
- Proposal adaptation in simulated annealing for continuous optimization problems
- Adversarial classification: an adversarial risk analysis approach
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- Generalized multiple importance sampling
- Importance sampling and its optimality for stochastic simulation models
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Issues in the multiple try Metropolis mixing
- Layered adaptive importance sampling
- Thermodynamic Bayesian model comparison
- Consistency of adaptive importance sampling and recycling schemes
- A path-based method for simulating large deviations and rare events in nonlinear lightwave systems
- A cluster-sample approach for Monte Carlo integration using multiple samplers
- Efficient high-dimensional importance sampling
- Quasi-Monte Carlo image synthesis in a nutshell
- Better confidence intervals for importance sampling
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Adaptive multiple importance sampling
- Representation of analysis results involving aleatory and epistemic uncertainty
- Incremental Mixture Importance Sampling With Shotgun Optimization
- Importance Sampling Via the Estimated Sampler
- Adaptive mixture importance sampling
- A tight bound of hard thresholding
- A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling
- Weighted Average Importance Sampling and Defensive Mixture Distributions
- Target-aware Bayesian inference: how to beat optimal conventional estimators
- Ensemble approximate control variate estimators: applications to multifidelity importance sampling
- Adaptive multiple importance sampling for Gaussian processes
- Slip rates and slip modes in an actively mode-locked laser
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM
- Monte Carlo integration with a growing number of control variates
- Computationally efficient nonparametric importance sampling
- MCMC-driven adaptive multiple importance sampling
- A Geometric Approach to Comparing Treatments for Rapidly Fatal Diseases
- Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
- Warp Bridge Sampling: The Next Generation
- On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo
- Daisee: Adaptive importance sampling by balancing exploration and exploitation
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
- Gradient-based adaptive importance samplers
- Meta variance reduction for Monte Carlo estimation of energetic particle confinement during stellarator optimization
- Rao–Blackwellisation in the Markov Chain Monte Carlo Era
- Sequential importance sampling for estimating expectations over the space of perfect matchings
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
- Selection of Proposal Distributions for Multiple Importance Sampling
- Quasi-Monte Carlo Software
- Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions
- Variance analysis of multiple importance sampling schemes
- Nonasymptotic bounds for suboptimal importance sampling
- On improved estimation for importance sampling
- Approximating Partial Likelihood Estimators via Optimal Subsampling
- Data-driven optimization for seismic-resilient power network planning
- The square root rule for adaptive importance sampling
- Achieving high convergence rates by quasi-Monte Carlo and importance sampling for unbounded integrands
- Optimal subsampling for semi-parametric accelerated failure time models with massive survival data using a rank-based approach
- The lifebelt particle filter for robust estimation from low-valued count data
- Adaptive sequential selection procedures for optimal quantile with control variates
- A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
- Persistent sampling: enhancing the efficiency of sequential Monte Carlo
- Laplace meets Moreau: smooth approximation to infimal convolutions using Laplace's method
- Annealing strategies for variance reduction in balance heuristic estimators
- Insight from the Kullback-Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension
- A theory of multivariate stress testing
- An energy-based model approach to rare event probability estimation
- Power enhancing probability subsampling using side information
- Approximate inference with exponential tilting densities: theory and applications
- An efficient likelihood-free Bayesian inference method based on sequential neural posterior estimation
- Confidence intervals for rate estimation with importance sampling in autonomous vehicle evaluation
- Enhanced convergence rates of adaptive importance sampling with recycling schemes via quasi-Monte Carlo methods
- Randomized quasi-Monte Carlo and importance sampling for super-fast growing functions with applications to finance
- A novel sequential method for building upper and lower bounds of moments of distributions
- Bayesian inverse ensemble forecasting for COVID-19
- Cross-validation prior choice in Bayesian probit regression with many covariates
- Computing highly accurate confidence limits from discrete data using importance sampling
- Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM
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