Weighted Average Importance Sampling and Defensive Mixture Distributions
From MaRDI portal
Recommendations
Cited in
(62)- Weight of the evidence of genetic investigations of ancestry informative markers
- Efficient importance sampling in mixture frameworks
- RMCMC: a system for updating Bayesian models
- Efficient model comparison techniques for models requiring large scale data augmentation
- The sample size required in importance sampling
- Model selection for time series of count data
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models
- Posterior simulation via the exponentially tilted signed root log-likelihood ratio
- Estimates and confidence intervals for importance sampling sensitivity analysis
- Safe adaptive importance sampling: a mixture approach
- Implicitly adaptive importance sampling
- Product-form estimators: exploiting independence to scale up Monte Carlo
- Multivariate error modeling and uncertainty quantification using importance (re-)weighting for Monte Carlo simulations in particle transport
- Sample recycling method -- a new approach to efficient nested Monte Carlo simulations
- New estimation approaches for the hierarchical linear ballistic accumulator model
- A new sampling-based RBDO method via score function with reweighting scheme and application to vehicle designs
- Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
- Generalized multiple importance sampling
- On variance reduction of mean-CVaR Monte Carlo estimators
- Consistency of adaptive importance sampling and recycling schemes
- On convergence of properly weighted samples to the target distribution
- Learning parameters of Bayesian networks from incomplete data via importance sampling
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- A general statistical framework for multistage designs
- Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
- Adaptive multiple importance sampling
- Adaptive Incremental Mixture Markov Chain Monte Carlo
- Incremental Mixture Importance Sampling With Shotgun Optimization
- Adaptive mixture importance sampling
- Importance sampling and stratification for copula models
- A Defensive Marginal Particle Filtering Method for Data Assimilation
- Bootstrap diagnostics and remedies
- Warp Bridge Sampling: The Next Generation
- Accelerating convergence in stochastic particle dispersion simulation codes
- Adaptive importance sampling for extreme quantile estimation with stochastic black box computer models
- Gradient-based adaptive importance samplers
- Speeding up Monte Carlo simulations for the adaptive sum of powered score test with importance sampling
- Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions
- Monte Carlo algorithms for evaluating Sobol' sensitivity indices
- On improved estimation for importance sampling
- Subsampling approach for least squares fitting of semi-parametric accelerated failure time models to massive survival data
- Approximating Partial Likelihood Estimators via Optimal Subsampling
- Optimal subsampling for parametric accelerated failure time models with massive survival data
- Optimal subsampling for semi-parametric accelerated failure time models with massive survival data using a rank-based approach
- Quantile importance sampling
- An overview of differentiable particle filters for data-adaptive sequential Bayesian inference
- An adaptive importance sampling for locally stable point processes
- Bayesian penalized empirical likelihood and Markov chain Monte Carlo sampling
- Minimax off-policy evaluation and learning with subgaussian and differentiable importance weighting
- A Subsampling Strategy for AIC-based Model Averaging with Generalized Linear Models
- Persistent sampling: enhancing the efficiency of sequential Monte Carlo
- 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
- Using maximum simulated likelihood methods to overcome left censoring: dynamic event history models of heart attack risk in New Zealand
- Inference for Bayesian nonparametric models with binary response data via permutation counting
- The Block-Correlated Pseudo Marginal Sampler for State Space Models
- Power enhancing probability subsampling using side information
- 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
- Particle efficient importance sampling
- Convergence of adaptive mixtures of importance sampling schemes
- Controlled stratification for quantile estimation
This page was built for publication: Weighted Average Importance Sampling and Defensive Mixture Distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4842960)