-series, spatial statistics) where currenty breakdown definitions typically fail. We illustrate our points using examples from linear … and non-linear regression as well as time-series and spatial statistics. …

completely new sequential importance sampling estimator of the desired tail probability. Numerical experiments suggest that the … sequential importance sampling estimator can be significantly more efficient than its competitor. …

subsets are selected using an efficient Probability Proportional-to-Size (PPS) sampling scheme, where the inclusion … probability of an observation is proportional to an approximation of its contribution to the log-likelihood function. Three broad … applications. We propose a simple way to adaptively choose the sample size m during the MCMC to optimize sampling efficiency for a …