Minimum variance importance sampling via Population Monte Carlo

Author： Douc R.   Guillin A.   Marin J.-M.   Robert C. P.  

Publisher： Edp Sciences

E-ISSN： 1262-3318|11|issue|427-447

ISSN： 1292-8100

Source： ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-08, pp. : 427-447

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Low-variance direct Monte Carlo simulations using importance weights

By Al-Mohssen Husain A.   Hadjiconstantinou Nicolas G.  

ESAIM: Mathematical Modelling and Numerical Analysis, Vol. 44, Iss. 5, 2010-08 ,pp. : 1069-1083

Edp Sciences

Access to resources Recommend Favorite

Monte Carlo sampling approach to stochasticprogramming

By  

ESAIM: Proceedings, Vol. 13, Iss. issue, 2003-12 ,pp. : 65-73

Edp Sciences

Access to resources Recommend Favorite

The Convergence Rate and Asymptotic Distribution of the Bootstrap Quantile Variance Estimator for Importance Sampling

By  

Advances in Applied Probability, Vol. 44, Iss. 3, 2012-09 ,pp. : 815-841

Cambridge University Press

Access to resources Recommend Favorite

Combined use of importance weights and resampling weights in sequential Monte Carlo methods

By  

ESAIM: Proceedings, Vol. 19, Iss. issue, 2007-01 ,pp. : 85-100

Edp Sciences

Access to resources Recommend Favorite

Statistical Inference on Random Graphs: Comparative Power Analyses via Monte Carlo

By Pao Henry   Coppersmith Glen A.   Priebe Carey E.  

Journal of Computational and Graphical Statistics, Vol. 20, Iss. 2, 2011-01 ,pp. : 395-416

Taylor & Francis Ltd

Access to resources Recommend Favorite