Posterior simulation via the exponentially tilted signed root log-likelihood ratio

DOI10.1007/S00180-017-0772-9zbMath1417.65041OpenAlexW2761555656MaRDI QIDQ1695516

Samer A. Kharroubi

Publication date: 7 February 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-017-0772-9

zbMATH Keywords

importance samplingvariance reductionexponential tiltingBayesian computationcontrol variatessigned root log-likelihood ratio

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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• Weighted Average Importance Sampling and Defensive Mixture Distributions
• Bayesian exponentially tilted empirical likelihood
• Exponential tilting in Bayesian asymptotics

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