Dynamically Weighted Importance Sampling in Monte Carlo Computation

DOI10.1198/016214502388618618zbMath1058.65006OpenAlexW2029066367MaRDI QIDQ4468430

Faming Liang

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214502388618618

zbMATH Keywords

Markov chain Monte Carlo methodnumerical examplesMetropolis-Hastings algorithmsequential importance samplingpopulation controldynamic weighting

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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