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Dynamically Weighted Importance Sampling in Monte Carlo Computation

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  • Liang F.

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  • Liang F., 2002. "Dynamically Weighted Importance Sampling in Monte Carlo Computation," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 807-821, September.
    • Handle: RePEc:bes:jnlasa:v:97:y:2002:m:september:p:807-821
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    Cited by:

    1. DongHyuk Lee & Raymond J. Carroll & Samiran Sinha, 2017. "Frequentist standard errors of Bayes estimators," Computational Statistics, Springer, vol. 32(3), pages 867-888, September.
    2. Drew Creal, 2012. "A Survey of Sequential Monte Carlo Methods for Economics and Finance," Econometric Reviews, Taylor & Francis Journals, vol. 31(3), pages 245-296.
    3. Duchwan Ryu & Devrim Bilgili & Önder Ergönül & Faming Liang & Nader Ebrahimi, 2018. "A Bayesian Generalized Linear Model for Crimean–Congo Hemorrhagic Fever Incidents," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 23(1), pages 153-170, March.
    4. Liang, Faming & Zhang, Jian, 2009. "Learning Bayesian networks for discrete data," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 865-876, February.

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