A survey of Monte Carlo methods for parameter estimation

D Luengo, L Martino, M Bugallo, V Elvira… - EURASIP Journal on …, 2020‏ - Springer
Statistical signal processing applications usually require the estimation of some parameters
of interest given a set of observed data. These estimates are typically obtained either by …

[HTML][HTML] A tutorial on bridge sampling

QF Gronau, A Sarafoglou, D Matzke, A Ly… - Journal of mathematical …, 2017‏ - Elsevier
The marginal likelihood plays an important role in many areas of Bayesian statistics such as
parameter estimation, model comparison, and model averaging. In most applications …

bridgesampling: An R package for estimating normalizing constants

QF Gronau, H Singmann… - Journal of Statistical …, 2020‏ - jstatsoft.org
Statistical procedures such as Bayes factor model selection and Bayesian model averaging
require the computation of normalizing constants (eg, marginal likelihoods). These …

Adaptive importance sampling: The past, the present, and the future

MF Bugallo, V Elvira, L Martino… - IEEE Signal …, 2017‏ - ieeexplore.ieee.org
A fundamental problem in signal processing is the estimation of unknown parameters or
functions from noisy observations. Important examples include localization of objects in …

Pareto smoothed importance sampling

A Vehtari, D Simpson, A Gelman, Y Yao… - Journal of Machine …, 2024‏ - jmlr.org
Importance weighting is a general way to adjust Monte Carlo integration to account for
draws from the wrong distribution, but the resulting estimate can be highly variable when the …

Importance nested sampling and the MultiNest algorithm

F Feroz, MP Hobson, E Cameron, AN Pettitt - arxiv preprint arxiv …, 2013‏ - arxiv.org
Bayesian inference involves two main computational challenges. First, in estimating the
parameters of some model for the data, the posterior distribution may well be highly multi …

[كتاب][B] Introducing monte carlo methods with r

CP Robert, G Casella, G Casella - 2010‏ - Springer
The purpose of this book is to provide a self-contained entry into Monte Carlo computational
techniques. First and foremost, it must not be confused with a programming addendum to …

Survey of sampling-based methods for uncertainty and sensitivity analysis

JC Helton, JD Johnson, CJ Sallaberry… - Reliability Engineering & …, 2006‏ - Elsevier
Sampling-based methods for uncertainty and sensitivity analysis are reviewed. The
following topics are considered:(i) definition of probability distributions to characterize …

VIVACE (Vortex Induced Vibration Aquatic Clean Energy): A new concept in generation of clean and renewable energy from fluid flow

MM Bernitsas, K Raghavan, Y Ben-Simon… - 2008‏ - asmedigitalcollection.asme.org
Any device aiming to harness the abundant clean and renewable energy from ocean and
other water resources must have high energy density, be unobtrusive, have low …

Importance sampling: a review

ST Tokdar, RE Kass - Wiley Interdisciplinary Reviews …, 2010‏ - Wiley Online Library
We provide a short overview of importance sampling—a popular sampling tool used for
Monte Carlo computing. We discuss its mathematical foundation and properties that …