Optimal estimators for the importance sampling method

DOI10.1080/03610910008813604zbMath0968.65503OpenAlexW2059794901MaRDI QIDQ4490162

Anne Philippe

Publication date: 10 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813604

zbMATH Keywords

Monte Carlo methodaccept-reject algorithminstrumental densityRiemann estimator

Mathematics Subject Classification ID

Cites Work

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• Antithetic acceleration of Monte Carlo integration in Bayesian inference
• New perspectives on linear calibration
• Statistical inference and Monte Carlo algorithms. (With discussion)
• Sampling-Based Approaches to Calculating Marginal Densities
• Rao-Blackwellisation of sampling schemes
• Weighted Monte Carlo Integration
• Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
• Processing simulation output by riemann sums

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