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~person:"van Dijk, Herman K."
~subject:"Stichprobenverfahren"
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Stichprobenverfahren
importance sampling
12
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van Dijk, Herman K.
Hoogerheide, Lennart
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1
The R Package MitISEM: Mixture of
Student-t
Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
Basturk, Nalan
;
Hoogerheide, Lennart
;
Opschoor, Anne
; …
-
2012
-elliptical target density using adaptive mixtures of
Student-t
densities, where only a kernel of the target density is required. The …
Persistent link: https://www.econbiz.de/10010326521
Saved in:
2
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
van Dijk, Herman K.
-
2011
to efficiently construct a mixture of
Student-t
densities that approximates accurately the target distribution -typically …
Persistent link: https://www.econbiz.de/10010325702
Saved in:
3
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
-
2009
respect, the adaptive mixture of
Student-t
distributions of Hoogerheide et al.(2007) works particularly well. Given an …
Persistent link: https://www.econbiz.de/10010325939
Saved in:
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