Efficient importance sampling in low dimensions using affine arithmetic
暂无分享,去创建一个
[1] Luc Jaulin,et al. Applied Interval Analysis , 2001, Springer London.
[2] Richard G. Everitt,et al. Sequential Bayesian inference for mixture models and the coalescent using sequential Monte Carlo samplers with transformations , 2016 .
[3] P. Diaconis,et al. The sample size required in importance sampling , 2015, 1511.01437.
[4] De Figueiredo,et al. Self-validated numerical methods and applications , 1997 .
[5] Raazesh Sainudiin,et al. Machine Interval Experiments , 2010 .
[6] O. Papaspiliopoulos,et al. Importance Sampling: Intrinsic Dimension and Computational Cost , 2015, 1511.06196.
[7] P. Moral,et al. Sequential Monte Carlo samplers , 2002, cond-mat/0212648.
[8] E. Walter,et al. Applied Interval Analysis: With Examples in Parameter and State Estimation, Robust Control and Robotics , 2001 .
[9] M. Pitt,et al. Importance Sampling Squared for Bayesian Inference in Latent Variable Models , 2013, 1309.3339.
[10] W. Gilks,et al. Adaptive Rejection Metropolis Sampling Within Gibbs Sampling , 1995 .
[11] Ramon E. Moore. Interval arithmetic and automatic error analysis in digital computing , 1963 .
[12] Alastair J. Walker,et al. An Efficient Method for Generating Discrete Random Variables with General Distributions , 1977, TOMS.
[13] Guillaume Deffuant,et al. Adaptive approximate Bayesian computation for complex models , 2011, Computational Statistics.
[14] R. B. Kearfott. Rigorous Global Search: Continuous Problems , 1996 .
[15] W. Tucker. The Lorenz attractor exists , 1999 .
[16] Jorge Stolfi,et al. Affine Arithmetic: Concepts and Applications , 2004, Numerical Algorithms.
[17] Andrew M. Stuart,et al. Importance Sampling: Computational Complexity and Intrinsic Dimension , 2015 .
[18] Raazesh Sainudiin,et al. Auto-validating von Neumann rejection sampling from small phylogenetic tree spaces , 2006, Algorithms for Molecular Biology.
[19] Richard G. Everitt,et al. Bayesian model comparison with un-normalised likelihoods , 2015, Stat. Comput..
[20] Luca Martino,et al. On the flexibility of the design of multiple try Metropolis schemes , 2012, Computational Statistics.
[21] J. Geweke,et al. Bayesian Inference in Econometric Models Using Monte Carlo Integration , 1989 .
[22] Jun S. Liu,et al. Sequential Imputations and Bayesian Missing Data Problems , 1994 .
[23] Radford M. Neal. Annealed importance sampling , 1998, Stat. Comput..
[24] C. Andrieu,et al. The pseudo-marginal approach for efficient Monte Carlo computations , 2009, 0903.5480.
[25] Wolfgang Enger,et al. Interval Ray Tracing — a divide and conquer strategy for realistic computer graphics , 1992, The Visual Computer.
[26] H. Benali,et al. Automated rejection sampling from product of distributions , 2004, Comput. Stat..
[27] James Ridgway,et al. Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation , 2015, 1506.08640.