196 citations · 1.2k across the 19 of their papers we have counts for
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stat.CO2016★ 36 cited
Heretical Multiple Importance Sampling
Víctor Elvira, Luca Martino, David Luengo +1
Multiple Importance Sampling (MIS) methods approximate moments of complicated distributions by drawing samples from a set of proposal distributions. Several ways to compute the imp…
stat.CO2016★ 94 cited
Improving Population Monte Carlo: Alternative Weighting and Resampling Schemes
Víctor Elvira, Luca Martino, David Luengo +1
Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in natu…