A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

LF Hoogerheide, A (Anne) Opschoor, HK van Dijk

Research output: Working paper › Academic

Cite this

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title = "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation",

author = "LF Hoogerheide and Opschoor, {A (Anne)} and {van Dijk}, HK",

year = "2011",

language = "English",

publisher = "Tinbergen Institute",

address = "Netherlands",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

AU - Hoogerheide, LF

AU - Opschoor, A (Anne)

AU - van Dijk, HK

PY - 2011

Y1 - 2011

UR - https://ideas.repec.org/p/tin/wpaper/20110004.html

M3 - Working paper

BT - A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

PB - Tinbergen Institute

CY - The Netherlands

ER -