Showing 2024Show all
2 papers · 1 filter
math.NA2024
Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems
Zhijian He, Hejin Wang, Xiaoqun Wang
Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Q…
math.NA2024
Unbiased Markov chain quasi-Monte Carlo for Gibbs samplers
Jiarui Du, Zhijian He
In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a com…