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

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages37
Publication statusPublished - 2012

Publication series

NameTI Discussion Paper
No.12-026/4

Cite this

@techreport{a3a2b3dcc842417fa17d8a22196f680e,
title = "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation",
author = "L.F. Hoogerheide and A. Opschoor and {van Dijk}, H.K.",
year = "2012",
language = "English",
series = "TI Discussion Paper",
publisher = "Tinbergen Institute",
number = "12-026/4",
type = "WorkingPaper",
institution = "Tinbergen Institute",

}

A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation. / Hoogerheide, L.F.; Opschoor, A.; van Dijk, H.K.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Paper; No. 12-026/4).

Research output: Working paperProfessional

TY - UNPB

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

AU - Hoogerheide, L.F.

AU - Opschoor, A.

AU - van Dijk, H.K.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Paper

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

PB - Tinbergen Institute

CY - Amsterdam

ER -