Dynamically weighted importance sampling in Monte Carlo computation

10.1198/016214502388618618

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Bibliographic Details
Main Author:	Liang, F.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Dynamic weighting Markov chain Monte Carlo Metropolis-Hastings algorithm Sequential importance sampling
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105099
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105099
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spelling	sg-nus-scholar.10635-1050992023-10-30T09:42:35Z Dynamically weighted importance sampling in Monte Carlo computation Liang, F. STATISTICS & APPLIED PROBABILITY Dynamic weighting Markov chain Monte Carlo Metropolis-Hastings algorithm Sequential importance sampling 10.1198/016214502388618618 Journal of the American Statistical Association 97 459 807-821 2014-10-28T05:11:34Z 2014-10-28T05:11:34Z 2002-09 Article Liang, F. (2002-09). Dynamically weighted importance sampling in Monte Carlo computation. Journal of the American Statistical Association 97 (459) : 807-821. ScholarBank@NUS Repository. https://doi.org/10.1198/016214502388618618 01621459 http://scholarbank.nus.edu.sg/handle/10635/105099 000178018500022 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Dynamic weighting Markov chain Monte Carlo Metropolis-Hastings algorithm Sequential importance sampling
spellingShingle	Dynamic weighting Markov chain Monte Carlo Metropolis-Hastings algorithm Sequential importance sampling Liang, F. Dynamically weighted importance sampling in Monte Carlo computation
description	10.1198/016214502388618618
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Liang, F.
format	Article
author	Liang, F.
author_sort	Liang, F.
title	Dynamically weighted importance sampling in Monte Carlo computation
title_short	Dynamically weighted importance sampling in Monte Carlo computation
title_full	Dynamically weighted importance sampling in Monte Carlo computation
title_fullStr	Dynamically weighted importance sampling in Monte Carlo computation
title_full_unstemmed	Dynamically weighted importance sampling in Monte Carlo computation
title_sort	dynamically weighted importance sampling in monte carlo computation
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105099
_version_	1781787989648605184

Dynamically weighted importance sampling in Monte Carlo computation

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