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- W2078602816 abstract "The normalized importance sampling estimator allows the target density f to be known only up to a multiplicative constant. We indicate how it can be derived by a delta method-based approximation of a Rao–Blackwellized acceptance rejection estimator. Using additional terms in the delta method then results on a new estimator that also only requires f to be known only up to a multiplicative constant. Numerical examples indicate that the new estimator usually outperforms the normalized importance sampling estimator in terms of mean square error." @default.
- W2078602816 created "2016-06-24" @default.
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- W2078602816 date "2012-07-30" @default.
- W2078602816 modified "2023-09-26" @default.
- W2078602816 title "IMPROVING THE NORMALIZED IMPORTANCE SAMPLING ESTIMATOR" @default.
- W2078602816 cites W2037478404 @default.
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- W2078602816 doi "https://doi.org/10.1017/s0269964812000198" @default.
- W2078602816 hasPublicationYear "2012" @default.
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