Iterated importance sampling in missing data problems
نویسندگان
چکیده
منابع مشابه
Iterated importance sampling in missing data problems
Missing variable models are typical benchmarks for new computational techniques in that the ill-posed nature of missing variable models offer a challenging testing ground for these techniques. This was the case for the EM algorithm and the Gibbs sampler, and this is also true for importance sampling schemes. A population Monte Carlo scheme taking advantage of the latent structure of the problem...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2006
ISSN: 0167-9473
DOI: 10.1016/j.csda.2005.07.018