Articles with "multiple importance" as a keyword



Photo from wikipedia

Generalized Multiple Importance Sampling

Sign Up to like & get
recommendations!
Published in 2019 at "Statistical Science"

DOI: 10.1214/18-sts668

Abstract: Importance Sampling methods are broadly used to approximate posterior distributions or some of their moments. In its standard approach, samples are drawn from a single proposal distribution and weighted properly. However, since the performance depends… read more here.

Keywords: multiple importance; generalized multiple; proposal; importance sampling ... See more keywords
Photo from wikipedia

Generalizing the Balance Heuristic Estimator in Multiple Importance Sampling

Sign Up to like & get
recommendations!
Published in 2022 at "Entropy"

DOI: 10.3390/e24020191

Abstract: In this paper, we propose a novel and generic family of multiple importance sampling estimators. We first revisit the celebrated balance heuristic estimator, a widely used Monte Carlo technique for the approximation of intractable integrals.… read more here.

Keywords: balance heuristic; estimator; importance sampling; heuristic estimator ... See more keywords