Two-Stage Importance Sampling With Mixture Proposals

DOI10.1080/01621459.2013.831980OpenAlexW1964237428MaRDI QIDQ5406362

Rong Chen, Wen-Tao Li, Zhiqiang Tan

Publication date: 1 April 2014

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

Full work available at URL: https://doi.org/10.1080/01621459.2013.831980

zbMATH Keywords

normalizing constantcontrol variatespilot samples

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Selection of Proposal Distributions for Multiple Importance Sampling ⋮ Importance sampling: intrinsic dimension and computational cost ⋮ Importance sampling and its optimality for stochastic simulation models

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