Population Monte Carlo
Top Cited Papers
- 1 December 2004
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 13 (4) , 907-929
- https://doi.org/10.1198/106186004x12803
Abstract
Importance sampling methods can be iterated like MCMC algorithms, while being more robust against dependence and starting values. The population Monte Carlo principle consists of iterated generatio...Keywords
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