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Volumn 60, Issue 3, 1998, Pages 237-259

Adaptive mixture importance sampling

Author keywords

Bayesian inference; Importance sampling; Mixture distributions; Monte Carlo simulation; Nor parametric curve inference; Stratified sampling

Indexed keywords


EID: 0347038966     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659808811890     Document Type: Article
Times cited : (8)

References (11)
  • 3
    • 0001667705 scopus 로고
    • Bayesian inference in econometric models using Monte Carlo integration
    • Geweke, J. (1989) Bayesian inference in econometric models using Monte Carlo integration. Econometrica, 57(6), 1317-1339.
    • (1989) Econometrica , vol.57 , Issue.6 , pp. 1317-1339
    • Geweke, J.1
  • 4
    • 0003744737 scopus 로고
    • Estimating normalizing constants and reweighting mixtures in Markov Chain Monte Carlo
    • School of Statistics. University of Minnesota
    • Geyer, C. J. (1991) Estimating normalizing constants and reweighting mixtures in Markov Chain Monte Carlo. Tech. Report no. 568, School of Statistics. University of Minnesota.
    • (1991) Tech. Report No. 568 , vol.568
    • Geyer, C.J.1
  • 5
    • 0000434284 scopus 로고    scopus 로고
    • Local adaptive importance sampling for multivariate densities with strong nonlinear relationships
    • Givens, G. H. and Raftery, A. E. (1996) Local adaptive importance sampling for multivariate densities with strong nonlinear relationships. J. Amer. Stat. Assoc., 91, 132-141.
    • (1996) J. Amer. Stat. Assoc. , vol.91 , pp. 132-141
    • Givens, G.H.1    Raftery, A.E.2
  • 6
    • 78649424388 scopus 로고
    • Weighted average importance sampling and defensive mixture distributions
    • Hesterberg, T. (1995) Weighted average importance sampling and defensive mixture distributions. Technometrics, 37, 185-194.
    • (1995) Technometrics , vol.37 , pp. 185-194
    • Hesterberg, T.1
  • 7
    • 85033915580 scopus 로고
    • Integration of multimodal functions by Monte Carlo importance sampling
    • Department of Statistics, Purdue University
    • Oh, M. and Berger, J. O. (1991) Integration of multimodal functions by Monte Carlo importance sampling. Tech. Report. 91-31C, Department of Statistics, Purdue University.
    • (1991) Tech. Report. 91-31C
    • Oh, M.1    Berger, J.O.2
  • 8
    • 85033912197 scopus 로고
    • Partially Improper Gaussian Priors for Nonparametric Logistic Regression
    • Dept. of Statistics, The Ohio State University
    • Raghavan, N. and Cox, D. D. (1995) Partially Improper Gaussian Priors for Nonparametric Logistic Regression. Tech. Report no. 556, Dept. of Statistics, The Ohio State University.
    • (1995) Tech. Report No. 556 , vol.556
    • Raghavan, N.1    Cox, D.D.2
  • 9
    • 0039784685 scopus 로고    scopus 로고
    • An Assessment of Bayesian Inference in Nonparametric Logistic Regression
    • Dept. of Statistics. The Ohio State University
    • Raghavan, N. and Cox, D. D. (1996) An Assessment of Bayesian Inference in Nonparametric Logistic Regression. Technical Report no. 581, Dept. of Statistics. The Ohio State University.
    • (1996) Technical Report No. 581 , vol.581
    • Raghavan, N.1    Cox, D.D.2
  • 11
    • 0000782444 scopus 로고
    • Approximating posterior distributions by mixtures
    • West, M. (1993) Approximating posterior distributions by mixtures. J. Royal Stat. Soc. Ser. B., 55, 409-422.
    • (1993) J. Royal Stat. Soc. Ser. B. , vol.55 , pp. 409-422
    • West, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.