Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - Tinbergen Institute - 2011
multimodality and skewness. The basic method makes use of sequences of importance weighted Expectation Maximization steps in order … between target and mixture is minimized. We label this approach Mixture of <I>t</I> by Importance Sampling and Expectation … Maximization (MitISEM). We also introduce three extensions of the basic MitISEM approach. First, we propose a method for applying …