Adaptive mixture importance sampling

DOI10.1080/00949659808811890zbMath0961.62029OpenAlexW2005479706MaRDI QIDQ4212978

Nandini Raghavan, Dennis D. Cox

Publication date: 5 June 2001

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811890

zbMATH Keywords

importance samplingstratified samplingBayesian inferencemixture distributionsnonparametric curve inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07)

Related Items (3)

Two-Stage Importance Sampling With Mixture Proposals ⋮ Accelerating convergence in stochastic particle dispersion simulation codes ⋮ Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling

Cites Work

• Local Adaptive Importance Sampling for Multivariate Densities With Strong Nonlinear Relationships
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Weighted Average Importance Sampling and Defensive Mixture Distributions
• Integration of Multimodal Functions by Monte Carlo Importance Sampling
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