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probability densities when the marginal probability densities are fixed. Our simulation study shows that the proposed MEC …
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This paper presents the R-package MitISEM (mixture of t by importance sampling weighted expectation maximization) which … 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) method to estimate properties of the …
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avoiding the weaknesses of the straight Metropolis-Hastings algorithm as well as those of importance sampling. In particular …
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have approximately Exponential or Pareto tails, thanks to Extreme Value Theory. It is shown that a simple "robust …
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