4 citations · 6 across the 5 of their papers we have counts for
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Particle Efficient Importance Sampling
Marcel Scharth, Robert Kohn
The efficient importance sampling (EIS) method is a general principle for the numerical evaluation of high-dimensional integrals that uses the sequential structure of target integr…
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…
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…