. The Adaptive Multiple Importance Sampling algorithm is aimed at an optimal recycling of past simulations in an iterated importance sampling (IS) scheme. The difference with earlier adaptive IS implementations like Population Monte Carlo is that the importance weights of all simulated values,...

Missing variable models are typical benchmarks for new computational techniques in that the ill-posed nature of missing variable models offer a challenging testing ground for these techniques. This was the case for the EM algorithm and the Gibbs sampler, and this is also true for importance...

We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is twofold. The sampler proposed extends the basic MTM...

Missing variable models are typical benchmarks for new computational techniques in that the ill-posed nature of missing variable models offer a challenging testing ground for these techniques. This was the case for the EM algorithm and the Gibbs sampler, and this is also true for importance...

Frequentist and likelihood methods of inference based on the multivariate skew-normal model encounter several technical difficulties with this model. In spite of the popularity of this class of densities, there are no broadly satisfactory solutions for estimation and testing problems. A general...

The main objective of this work is to develop an integrated system that is capable of extracting precise information (knowledge) based on any stored information using the techniques of data mining and soft computing. For the purpose of extracting precise information based on some stored...

Metaheuristics algorithms are becoming powerful methods for solving many problems of market analysis, data mining, transportation, medical etc. The concept of BAT algorithm, particle swarm optimization, artificial bee colony optimization, cuckoo search, firefly algorithm and harmony search are...