Consistent estimation of the accuracy of importance sampling using regenerative simulation
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Publication:951212
DOI10.1016/j.spl.2008.02.030zbMath1146.62305OpenAlexW1968873062MaRDI QIDQ951212
Publication date: 30 October 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.030
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Related Items (3)
Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis ⋮ Optimal stabilization of bodies in electromagnetic suspensions without measurements of their location ⋮ Regenerative Markov Chain Importance Sampling
Cites Work
- Markov chains and stochastic stability
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Simulation Output Analysis Using Standardized Time Series
- On the applicability of regenerative simulation in Markov chain Monte Carlo
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Regeneration in Markov Chain Samplers
- Monte Carlo sampling methods using Markov chains and their applications
- Unnamed Item
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