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Search: subject:"Sequential importance sampling"
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Sequential importance sampling
9
Counting problem
3
Relaxation
3
Sampling
3
Stichprobenerhebung
3
sequential importance sampling
3
Dynamic Programming
2
Markov chain Monte Carlo
2
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2
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2
Random Graphs
2
Stochastic process
2
Stochastischer Prozess
2
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2
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2
Vertex Cover
2
Accelerated path sampler
1
Accelerated sequential importance sampling
1
Ancestor sampling
1
Ausreißer
1
Automated Monte Carlo EM algorithm
1
Binary data
1
Closed skew-normal distribution
1
Closed skew-t distribution
1
Completely random measure
1
Correlated Gaussian
1
Correlation
1
Discrete mixture
1
Doubly stochastic matrix
1
Dynamic Discrete Games
1
Dynamic Spillovers
1
Dynamic programming
1
Dynamical system
1
Dynamische Optimierung
1
Estimation theory
1
Generic Pharmaceuticals
1
Gibbs sampler
1
Graph theory
1
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1
Groebner basis
1
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5
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Ridder, Ad
5
Botev, Zdravko
3
Vaisman, Radislav
3
Kleppe, Tore Selland
2
Mandjes, Michel
2
Beichl, Isabel
1
Botev, Zdravki I.
1
Botev, Zdravko I.
1
Chen, Yuguo
1
Cournède, P.-H.
1
Dinwoodie, Ian
1
Fishman, George
1
Gallant, A. Ronald
1
Genton, Marc G.
1
Grothe, Oliver
1
Ho, Man-Wai
1
Hong, Han
1
Khwaja, Ahmed
1
Kim, Hyoung-Moon
1
Liesenfeld, Roman
1
Malefaki, S.
1
Mallick, Bani K.
1
Ryu, Duchwan
1
Skaug, Hans Julius
1
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1
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1
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1
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1
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RePEc
10
ECONIS (ZBW)
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EconStor
2
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11
Permanents, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\alpha $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink">...
Sullivan, Francis
;
Beichl, Isabel
- In:
Computational Statistics
29
(
2014
)
6
,
pp. 1793-1798
The method of Sinkhorn balancing that starts with a non-negative square matrix and iterates to produce a related doubly stochastic matrix has been used with some success to estimate the values of the permanent in some cases of physical interest. However, it is often claimed that Sinkhorn...
Persistent link: https://www.econbiz.de/10011151865
Saved in:
12
Fitting general stochastic volatility models using Laplace accelerated
sequential
importance
sampling
Kleppe, Tore Selland
;
Skaug, Hans Julius
- In:
Computational Statistics & Data Analysis
56
(
2012
)
11
,
pp. 3105-3119
volatility process is developed. Two well known methods for evaluating the likelihood function,
sequential
importance
sampling
…
Persistent link: https://www.econbiz.de/10010617642
Saved in:
13
On Bayes inference for a bathtub failure rate via S-paths
Ho, Man-Wai
- In:
Annals of the Institute of Statistical Mathematics
63
(
2011
)
4
,
pp. 827-850
Persistent link: https://www.econbiz.de/10009149891
Saved in:
14
Polynomials for classification trees and applications
Dinwoodie, Ian
- In:
Statistical Methods and Applications
19
(
2010
)
2
,
pp. 171-192
Persistent link: https://www.econbiz.de/10008486570
Saved in:
15
Exact tests for the rasch model via
sequential
importance
sampling
Chen, Yuguo
;
Small, Dylan
- In:
Psychometrika
70
(
2005
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10005603638
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