Layered Adaptive Importance Sampling

Layered Adaptive Importance Sampling

18 May 2015

Papers citing "Layered Adaptive Importance Sampling"

15 / 15 papers shown

Title
Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals E. Curbelo Luca Martino F. Llorente D. Delgado-Gomez 89 1 0 03 Jan 2025
Efficient Multiple Importance Sampling Estimators Victor Elvira Luca Martino D. Luengo M. Bugallo 38 75 0 20 May 2015
Markov Interacting Importance Samplers Eduardo F. Mendes Marcel Scharth Robert Kohn VLM 49 3 0 25 Feb 2015
Initializing adaptive importance sampling with Markov chains F. Beaujean Allen Caldwell 43 22 0 29 Apr 2013
Fully Adaptive Gaussian Mixture Metropolis-Hastings Algorithm D. Luengo Luca Martino 75 35 0 01 Dec 2012
Sequentially interacting Markov chain Monte Carlo methods A. Brockwell P. Del Moral Arnaud Doucet 47 56 0 12 Nov 2012
Consistency of the Adaptive Multiple Importance Sampling Jean-Michel Marin Pierre Pudlo Mohammed Sedki University Montpellier 2 - I3M 50 35 0 12 Nov 2012
Sequential Monte Carlo on large binary sampling spaces Christian Schafer Nicolas Chopin BDL 62 110 0 31 Jan 2011
MCMC Using Ensembles of States for Problems with Fast and Slow Variables such as Gaussian Process Regression Radford M. Neal 58 38 0 02 Jan 2011
Using parallel computation to improve Independent Metropolis--Hastings based estimation Pierre E. Jacob Christian P. Robert Murray H. Smith 65 62 0 08 Oct 2010
An Adaptive Sequential Monte Carlo Sampler Paul Fearnhead Benjamin M. Taylor 61 82 0 07 May 2010
Computing the Bayesian Factor from a Markov chain Monte Carlo Simulation of the Posterior Distribution M. Weinberg 89 64 0 09 Nov 2009
Adaptive Multiple Importance Sampling J. Cornuet Jean-Michel Marin Antonietta Mira Christian P. Robert 69 263 0 07 Jul 2009
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 137 305 0 23 Oct 2007
Convergence of adaptive mixtures of importance sampling schemes Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 555 114 0 06 Aug 2007