Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling

DOI10.1016/j.jcp.2022.111746OpenAlexW4308741503MaRDI QIDQ2106964

Yanyan Li

Publication date: 29 November 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2022.111746

zbMATH Keywords

importance samplingmarginal likelihoodcross entropyBayesian updatingtemperingstratified resampling

Mathematics Subject Classification ID

Parametric inference (62Fxx) Qualitative theory for ordinary differential equations (34Cxx) Probabilistic methods, stochastic differential equations (65Cxx)

Related Items (2)

A robust method for reliability updating with equality information using sequential adaptive importance sampling ⋮ Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method

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