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• W1979969656 abstract "Importance sampling methods can be iterated like MCMC algorithms, while being more robust against dependence and starting values. The population Monte Carlo principle consists of iterated generations of importance samples, with importance functions depending on the previously generated importance samples. The advantage over MCMC algorithms is that the scheme is unbiased at any iteration and can thus be stopped at any time, while iterations improve the performances of the importance function, thus leading to an adaptive importance sampling. We illustrate this method on a mixture example with multiscale importance functions. A second example reanalyzes the ion channel model using an importance sampling scheme based on a hidden Markov representation, and compares population Monte Carlo with a corresponding MCMC algorithm." @default.
• W1979969656 created "2016-06-24" @default.
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• W1979969656 date "2004-12-01" @default.
• W1979969656 modified "2023-10-09" @default.
• W1979969656 title "Population Monte Carlo" @default.
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• W1979969656 doi "https://doi.org/10.1198/106186004x12803" @default.
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