most citedMarkov Interacting Importance Samplers

2 citations · 2 across the 1 of their papers we have counts for

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1 paper

stat.CO2015★ 2 cited

Markov Interacting Importance Samplers

Eduardo F. Mendes, Marcel Scharth, Robert Kohn

We introduce a new Markov chain Monte Carlo (MCMC) sampler called the Markov Interacting Importance Sampler (MIIS). The MIIS sampler uses conditional importance sampling (IS) appro…