Variance-reduced sampling importance resampling

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Communications in Statistics-Simulation and Computation Pub Date : 2024-08-16 DOI:10.1080/03610918.2024.2391897

Yao Xiao, Kang Fu, Kun Li

引用次数: 0

Abstract

The sampling importance resampling method is widely utilized in various fields, such as numerical integration and statistical simulation. In this paper, two modified methods are presented by incorp...

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降低方差抽样重要性重抽样

采样重要性重采样法被广泛应用于数值积分和统计模拟等多个领域。本文提出了两种改进的方法，通过将重要度重采...

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来源期刊

Communications in Statistics-Simulation and Computation 数学-统计学与概率论

CiteScore

2.50

自引率

11.10%

发文量

240

审稿时长

6 months

期刊介绍： The Simulation and Computation series intends to publish papers that make theoretical and methodological advances relating to computational aspects of Probability and Statistics. Simulational assessment and comparison of the performance of statistical and probabilistic methods will also be considered for publication. Papers stressing graphical methods, resampling and other computationally intensive methods will be particularly relevant. In addition, special issues dedicated to a specific topic of current interest will also be published in this series periodically, providing an exhaustive and up-to-date review of that topic to the readership.