Adaptive Multiple Importance Sampling

Scandinavian Journal of Statistics

Volumn 39, Issue 4, 2012, Pages 798-812

  Cornuet, Jean Marie ^a   Marin, Jean Michel ^b   Mira, Antonietta ^c   Robert, Christian P ^d  

^a CENTRE DE BIOLOGIE ET DE GESTION DES POPULATIONS   (France)

^b UNIVERSITÉ DE MONTPELLIER   (France)

^c UNIVERSITY OF LUGANO   (Switzerland)

^d UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

Adaptive importance sampling; Banana shape target; Deterministic mixture weights; Particle filters; Population genetics; Population Monte Carlo; Sequential Monte Carlo

Indexed keywords

EID: 84865840917     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2011.00756.x     Document Type: Article

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