Importance sampling type estimators based on approximate marginal MCMC

8 September 2016

Papers citing "Importance sampling type estimators based on approximate marginal MCMC"

4 / 4 papers shown

Title
On resampling schemes for particle filters with weakly informative observations Nicolas Chopin Sumeetpal S. Singh Tomás Soto M. Vihola 11 7 0 18 Mar 2022
Unbiased Parameter Inference for a Class of Partially Observed Levy-Process Models Hamza Ruzayqat Ajay Jasra 10 5 0 27 Dec 2021
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R Jouni Helske M. Vihola 13 8 0 21 Jan 2021
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance Jordan Franks M. Vihola 23 17 0 29 Jun 2017