IMPORTANCE SAMPLING AND THE NESTED BOOTSTRAP

被引：33

|

作者：

HINKLEY, DV

SHI, S

机构：

来源：

BIOMETRIKA | 1989年 / 76卷 / 03期

关键词：

D O I：

10.1093/biomet/76.3.435

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：435 / 446

页数：12

相关论文

共 50 条

[1] Asymptotically Efficient Importance Sampling for Bootstrap
Ermakov M.S.
[J]. Journal of Mathematical Sciences, 2016, 214 (4) : 474 - 483
[2] Importance nested sampling with normalising flows
Williams, Michael J.
Veitch, John
Messenger, Chris
[J]. MACHINE LEARNING-SCIENCE AND TECHNOLOGY, 2023, 4 (03):
[3] IMPORTANCE SAMPLING FOR BOOTSTRAP CONFIDENCE-INTERVALS
JOHNS, MV
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (403) : 709 - 714
[4] Importance Sampling with the Integrated Nested Laplace Approximation
Berild, Martin Outzen
Martino, Sara
Gomez-Rubio, Virgilio
Rue, Havard
[J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2022, 31 (04) : 1225 - 1237
[5] Control variates and importance sampling for efficient bootstrap simulations
Hesterberg, T
[J]. STATISTICS AND COMPUTING, 1996, 6 (02) : 147 - 157
[6] A fast procedure for calculating importance weights in bootstrap sampling
Zhou, Hua
Lange, Kenneth
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (01) : 26 - 33
[7] Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
Sit, Tony
Ying Wong, Hoi
[J]. QUANTITATIVE FINANCE, 2022, 22 (04) : 657 - 673
[8] NAUTILUS: boosting Bayesian importance nested sampling with deep learning
Lange, Johannes U.
[J]. MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2023, 525 (02) : 3181 - 3194
[9] THE CONVERGENCE RATE AND ASYMPTOTIC DISTRIBUTION OF THE BOOTSTRAP QUANTILE VARIANCE ESTIMATOR FOR IMPORTANCE SAMPLING
Liu, Jingchen
Yang, Xuan
[J]. ADVANCES IN APPLIED PROBABILITY, 2012, 44 (03) : 815 - 841
[10] BOOTSTRAP RECYCLING - A MONTE-CARLO ALTERNATIVE TO THE NESTED BOOTSTRAP
NEWTON, MA
GEYER, CJ
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1994, 89 (427) : 905 - 912

← 1 2 3 4 5 →