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20152025
most citedUnbiased Smoothing using Particle Independent Metropolis-Hastings

16 citations · 35 across the 11 of their papers we have counts for

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math.ST2024

On importance sampling and independent Metropolis-Hastings with an unbounded weight function

George Deligiannidis, Pierre E. Jacob, El Mahdi Khribch +1

Importance sampling and independent Metropolis-Hastings are among the fundamental building blocks of Monte Carlo methods. Both require a proposal distribution that globally approxi…