Effective sample size for importance sampling based on discrepancy measures-Reference-Cited by-同舟云学术

Effective sample size for importance sampling based on discrepancy measures

Published:2017-02 Issue: Volume:131 Page:386-401
ISSN:0165-1684
Container-title:Signal Processing
language:en
Short-container-title:Signal Processing

Author:

Martino Luca,Elvira Víctor,Louzada Francisco

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Computer Vision and Pattern Recognition,Signal Processing,Software,Control and Systems Engineering

Reference37 articles.

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3. Population Monte Carlo;Cappé;J. Comput. Graph. Stat.,2004

4. S. Chatterjee, P. Diaconis, The sample size required in importance sampling. arXiv:1511.01437, 2015.

5. Another look at rejection sampling through importance sampling;Chen;Stat. Probab. Lett.,2005

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