Koblents et al., 2015 - Google Patents
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic modelsKoblents et al., 2015
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- 18370283489874913386
- Author
- Koblents E
- Míguez J
- Publication year
- Publication venue
- Statistics and Computing
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This paper addresses the Monte Carlo approximation of posterior probability distributions. In particular, we consider the population Monte Carlo (PMC) technique, which is based on an iterative importance sampling (IS) approach. An important drawback of this methodology is …
- 238000004422 calculation algorithm 0 abstract description 52
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