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4 papers · 1 filter
Comments on "Particle Markov chain Monte Carlo" by C. Andrieu, A. Doucet, and R. Hollenstein
Pierre Jacob, Nicolas Chopin, Christian P. Robert +1
This is the compilation of our comments submitted to the Journal of the Royal Statistical Society, Series B, to be published within the discussion of the Read Paper of Andrieu, Dou…
Importance sampling methods for Bayesian discrimination between embedded models
Jean-Michel Marin, Christian P. Robert
This paper surveys some well-established approaches on the approximation of Bayes factors used in Bayesian model choice, mostly as covered in Chen et al. (2000). Our focus here is…
Bayesian computation for statistical models with intractable normalizing constants
Yves Atchade, Nicolas Lartillot, Christian P. Robert
This paper deals with some computational aspects in the Bayesian analysis of statistical models with intractable normalizing constants. In the presence of intractable normalizing c…
Adaptive Importance Sampling in General Mixture Classes
Olivier Cappé, Randal Douc, Arnaud Guillin +2
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture importance sampling density so as to optimise the im…