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stat.ME2013
Importance sampling squared for Bayesian inference in latent variable models
Minh-Ngoc Tran, Marcel Scharth, Michael K. Pitt +1
We consider Bayesian inference by importance sampling when the likelihood is analytically intractable but can be unbiasedly estimated. We refer to this procedure as importance samp…
stat.ME2013★ 4 cited
On the existence of moments for high dimensional importance sampling
Michael K. Pitt, Minh-Ngoc Tran, Marcel Scharth +1
Theoretical results for importance sampling rely on the existence of certain moments of the importance weights, which are the ratios between the proposal and target densities. In p…