Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - Tinbergen Instituut - 2015
This paper presents the R-package <B>MitISEM</B> (mixture of <I>t</I> by importance sampling weighted expectation … where each step of the optimization procedure is weighted using importance sampling. In the second stage this mixture … density is a candidate density for efficient and robust application of importance sampling or the Metropolis-Hastings (MH …