Rethinking the Effective Sample Size

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Rethinking the Effective Sample Size

11 September 2018

Christian P. Robert

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Papers citing "Rethinking the Effective Sample Size"

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Title
Compressed Monte Carlo with application in particle filtering Luca Martino Victor Elvira 46 36 0 18 Jul 2021
Advances in Importance Sampling Victor Elvira Luca Martino AI4TS 86 107 0 10 Feb 2021
Importance Gaussian Quadrature Victor Elvira Luca Martino Pau Closas 72 35 0 09 Jan 2020
Importance sampling the union of rare events with an application to power systems analysis Art B. Owen Yury Maximov Michael Chertkov 179 43 0 19 Oct 2017
Group Importance Sampling for Particle Filtering and MCMC Luca Martino Victor Elvira G. Camps-Valls 146 66 0 10 Apr 2017
Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes Victor Elvira Luca Martino D. Luengo M. Bugallo 74 85 0 10 Jul 2016
Effective Sample Size for Importance Sampling based on discrepancy measures Luca Martino Victor Elvira F. Louzada 134 181 0 10 Feb 2016
Importance Sampling: Intrinsic Dimension and Computational Cost S. Agapiou O. Papaspiliopoulos D. Sanz-Alonso Andrew M. Stuart 94 162 0 19 Nov 2015
Generalized Multiple Importance Sampling Victor Elvira Luca Martino D. Luengo M. Bugallo 91 145 0 10 Nov 2015
Pareto Smoothed Importance Sampling Aki Vehtari Daniel Simpson Andrew Gelman Yuling Yao Jonah Gabry 85 241 0 09 Jul 2015
Layered Adaptive Importance Sampling Luca Martino Victor Elvira D. Luengo J. Corander 70 108 0 18 May 2015
$Sequential Monte Carlo as Approximate Sampling: bounds, adaptive resampling via $\infty$-ESS, and an application to Particle Gibbs$ Sequential Monte Carlo as Approximate Sampling: bounds, adaptive resampling via $\infty$ -ESS, and an application to Particle Gibbs Jonathan H. Huggins Daniel M. Roy 84 19 0 03 Mar 2015
On the role of interaction in sequential Monte Carlo algorithms N. Whiteley Anthony Lee K. Heine 76 69 0 11 Sep 2013
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models E. Koblents Joaquín Míguez 71 77 0 28 Aug 2012
Adaptive Importance Sampling in General Mixture Classes Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 250 304 0 23 Oct 2007