Hu, Jun A multiply-sequential sampling scheme. (English) Zbl 07802819 J. Stat. Theory Pract. 17, No. 4, Paper No. 54, 13 p. (2023). MSC: 62L10 62L12 65C05 PDFBibTeX XMLCite \textit{J. Hu}, J. Stat. Theory Pract. 17, No. 4, Paper No. 54, 13 p. (2023; Zbl 07802819) Full Text: DOI
Tong, Shanyin; Stadler, Georg Large deviation theory-based adaptive importance sampling for rare events in high dimensions. (English) Zbl 1518.65009 SIAM/ASA J. Uncertain. Quantif. 11, 788-813 (2023). MSC: 65C05 60F10 62L12 65F15 65K10 PDFBibTeX XMLCite \textit{S. Tong} and \textit{G. Stadler}, SIAM/ASA J. Uncertain. Quantif. 11, 788--813 (2023; Zbl 1518.65009) Full Text: DOI arXiv
Awaya, Naoki; Omori, Yasuhiro Particle rolling MCMC with double-block sampling. (English) Zbl 07716664 Jpn. J. Stat. Data Sci. 6, No. 1, 305-335 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{N. Awaya} and \textit{Y. Omori}, Jpn. J. Stat. Data Sci. 6, No. 1, 305--335 (2023; Zbl 07716664) Full Text: DOI arXiv
Komeilizadeh, Koushyar; Kaps, Arne; Duddeck, Fabian Isovolumetric adaptations to space-filling design of experiments. (English) Zbl 07712200 Optim. Eng. 24, No. 2, 1267-1288 (2023). MSC: 68Pxx 62Kxx 62Lxx PDFBibTeX XMLCite \textit{K. Komeilizadeh} et al., Optim. Eng. 24, No. 2, 1267--1288 (2023; Zbl 07712200) Full Text: DOI
Ehre, Max; Flock, Rafael; Fußeder, Martin; Papaioannou, Iason; Straub, Daniel Certified dimension reduction for Bayesian updating with the cross-entropy method. (English) Zbl 1515.62042 SIAM/ASA J. Uncertain. Quantif. 11, 358-388 (2023). MSC: 62F15 62L12 62P30 60G60 65C05 PDFBibTeX XMLCite \textit{M. Ehre} et al., SIAM/ASA J. Uncertain. Quantif. 11, 358--388 (2023; Zbl 1515.62042) Full Text: DOI arXiv
Alimohammadi, Yeganeh; Diaconis, Persi; Roghani, Mohammad; Saberi, Amin Sequential importance sampling for estimating expectations over the space of perfect matchings. (English) Zbl 1515.60035 Ann. Appl. Probab. 33, No. 2, 999-1033 (2023). MSC: 60C05 05B15 62D05 65C05 PDFBibTeX XMLCite \textit{Y. Alimohammadi} et al., Ann. Appl. Probab. 33, No. 2, 999--1033 (2023; Zbl 1515.60035) Full Text: DOI arXiv
Silva, Ivair R.; Bhattacharjee, Debanjan; Zhuang, Yan Fixed-length interval estimation of population sizes: sequential adaptive Monte Carlo mark-recapture-mark sampling. (English) Zbl 1524.62375 Comput. Appl. Math. 42, No. 4, Paper No. 181, 18 p. (2023). MSC: 62D05 65C05 62L05 62L15 62P10 PDFBibTeX XMLCite \textit{I. R. Silva} et al., Comput. Appl. Math. 42, No. 4, Paper No. 181, 18 p. (2023; Zbl 1524.62375) Full Text: DOI
Ehre, Max; Papaioannou, Iason; Sudret, Bruno; Straub, Daniel Sequential active learning of low-dimensional model representations for reliability analysis. (English) Zbl 1493.62496 SIAM J. Sci. Comput. 44, No. 3, B558-B584 (2022). MSC: 62L99 62P30 62J02 65C05 PDFBibTeX XMLCite \textit{M. Ehre} et al., SIAM J. Sci. Comput. 44, No. 3, B558--B584 (2022; Zbl 1493.62496) Full Text: DOI arXiv
Aristoff, David An ergodic theorem for the weighted ensemble method. (English) Zbl 1492.65030 J. Appl. Probab. 59, No. 1, 152-166 (2022). MSC: 65C35 65C05 65C40 PDFBibTeX XMLCite \textit{D. Aristoff}, J. Appl. Probab. 59, No. 1, 152--166 (2022; Zbl 1492.65030) Full Text: DOI arXiv
Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo Gibbs flow for approximate transport with applications to Bayesian computation. (English) Zbl 07555260 J. R. Stat. Soc., Ser. B, Stat. Methodol. 83, No. 1, 156-187 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Heng} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 83, No. 1, 156--187 (2021; Zbl 07555260) Full Text: DOI arXiv
Cąkała, Tomasz; Miasojedow, Błażej; Niemiro, Wojciech Particle MCMC with Poisson resampling: parallelization and continuous time models. (English) Zbl 07499909 J. Comput. Graph. Stat. 30, No. 3, 671-684 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Cąkała} et al., J. Comput. Graph. Stat. 30, No. 3, 671--684 (2021; Zbl 07499909) Full Text: DOI arXiv
Liu, Xuhua; Li, Na Redrawing-resampling rejection controlled sequential importance sampling. (English) Zbl 07497070 J. Stat. Comput. Simulation 91, No. 12, 2345-2360 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Liu} and \textit{N. Li}, J. Stat. Comput. Simulation 91, No. 12, 2345--2360 (2021; Zbl 07497070) Full Text: DOI
Samadhiya, Akshit; Namrata, Kumari; Gupta, Divya Uncertainty quantification in deterministic parameterization of single diode model of a silicon solar cell. (English) Zbl 1478.62377 Optim. Eng. 22, No. 4, 2429-2456 (2021). MSC: 62P30 62L05 90C90 PDFBibTeX XMLCite \textit{A. Samadhiya} et al., Optim. Eng. 22, No. 4, 2429--2456 (2021; Zbl 1478.62377) Full Text: DOI
Novák, Lukáš; Vořechovský, Miroslav; Sadílek, Václav; Shields, Michael D. Variance-based adaptive sequential sampling for polynomial chaos expansion. (English) Zbl 1507.65015 Comput. Methods Appl. Mech. Eng. 386, Article ID 114105, 25 p. (2021). MSC: 65C05 60G07 62J05 62K05 62L05 PDFBibTeX XMLCite \textit{L. Novák} et al., Comput. Methods Appl. Mech. Eng. 386, Article ID 114105, 25 p. (2021; Zbl 1507.65015) Full Text: DOI
Park, Jangho; Stockbridge, Rebecca; Bayraksan, Güzin Variance reduction for sequential sampling in stochastic programming. (English) Zbl 1480.90182 Ann. Oper. Res. 300, No. 1, 171-204 (2021). MSC: 90C15 PDFBibTeX XMLCite \textit{J. Park} et al., Ann. Oper. Res. 300, No. 1, 171--204 (2021; Zbl 1480.90182) Full Text: DOI arXiv
Uribe, Felipe; Papaioannou, Iason; Marzouk, Youssef M.; Straub, Daniel Cross-entropy-based importance sampling with failure-informed dimension reduction for rare event simulation. (English) Zbl 1472.62023 SIAM/ASA J. Uncertain. Quantif. 9, 818-847 (2021). MSC: 62D05 62L12 65C05 65F15 PDFBibTeX XMLCite \textit{F. Uribe} et al., SIAM/ASA J. Uncertain. Quantif. 9, 818--847 (2021; Zbl 1472.62023) Full Text: DOI arXiv
Chada, Neil K.; Franks, Jordan; Jasra, Ajay; Law, Kody J.; Vihola, Matti Unbiased inference for discretely observed hidden Markov model diffusions. (English) Zbl 1464.62038 SIAM/ASA J. Uncertain. Quantif. 9, 763-787 (2021). MSC: 62-08 62F15 62M05 65C05 60H35 65C35 65C40 PDFBibTeX XMLCite \textit{N. K. Chada} et al., SIAM/ASA J. Uncertain. Quantif. 9, 763--787 (2021; Zbl 1464.62038) Full Text: DOI arXiv
Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Camerlenghi, Federico; Dumitrascu, Bianca; Ferrari, Federico; Engelhardt, Barbara E.; Favaro, Stefano Nonparametric Bayesian multiarmed bandits for single-cell experiment design. (English) Zbl 1498.62195 Ann. Appl. Stat. 14, No. 4, 2003-2019 (2020). MSC: 62P10 62G05 60G57 62F15 PDFBibTeX XMLCite \textit{F. Camerlenghi} et al., Ann. Appl. Stat. 14, No. 4, 2003--2019 (2020; Zbl 1498.62195) Full Text: DOI arXiv
Vihola, Matti; Helske, Jouni; Franks, Jordan Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. (English) Zbl 1467.62032 Scand. J. Stat. 47, No. 4, 1339-1376 (2020). MSC: 62D05 62L10 65C05 PDFBibTeX XMLCite \textit{M. Vihola} et al., Scand. J. Stat. 47, No. 4, 1339--1376 (2020; Zbl 1467.62032) Full Text: DOI arXiv Link
Bulté, Matthieu; Latz, Jonas; Ullmann, Elisabeth A practical example for the non-linear Bayesian filtering of model parameters. (English) Zbl 1455.62188 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 241-272 (2020). MSC: 62M20 62L12 65C05 62P35 86A20 PDFBibTeX XMLCite \textit{M. Bulté} et al., Lect. Notes Comput. Sci. Eng. 137, 241--272 (2020; Zbl 1455.62188) Full Text: DOI arXiv
Heng, Jeremy; Bishop, Adrian N.; Deligiannidis, George; Doucet, Arnaud Controlled sequential Monte Carlo. (English) Zbl 1455.62162 Ann. Stat. 48, No. 5, 2904-2929 (2020). MSC: 62M05 62F12 62M10 62L12 62-08 65C05 90C39 PDFBibTeX XMLCite \textit{J. Heng} et al., Ann. Stat. 48, No. 5, 2904--2929 (2020; Zbl 1455.62162) Full Text: DOI arXiv Euclid
Akyildiz, Ömer Deniz; Crisan, Dan; Míguez, Joaquín Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization. (English) Zbl 1452.62025 Stat. Comput. 30, No. 6, 1645-1663 (2020). MSC: 62-08 65C05 65Y05 90C26 PDFBibTeX XMLCite \textit{Ö. D. Akyildiz} et al., Stat. Comput. 30, No. 6, 1645--1663 (2020; Zbl 1452.62025) Full Text: DOI arXiv
Senarathne, S. G. J.; Drovandi, C. C.; McGree, J. M. A Laplace-based algorithm for Bayesian adaptive design. (English) Zbl 1452.62596 Stat. Comput. 30, No. 5, 1183-1208 (2020). MSC: 62L05 62D05 62K20 65C05 PDFBibTeX XMLCite \textit{S. G. J. Senarathne} et al., Stat. Comput. 30, No. 5, 1183--1208 (2020; Zbl 1452.62596) Full Text: DOI Link
South, Leah Contributions to computational Bayesian statistics. (Abstract of thesis). (English) Zbl 1437.62044 Bull. Aust. Math. Soc. 101, No. 2, 348-349 (2020). MSC: 62-08 62F15 65C05 62P10 PDFBibTeX XMLCite \textit{L. South}, Bull. Aust. Math. Soc. 101, No. 2, 348--349 (2020; Zbl 1437.62044) Full Text: DOI
Eisinger, Robert D.; Su, Xiao; Chen, Yuguo Sampling high dimensional tables with applications to assessing linkage disequilibrium. (English) Zbl 07161107 Stat. Interface 13, No. 2, 157-166 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{R. D. Eisinger} et al., Stat. Interface 13, No. 2, 157--166 (2020; Zbl 07161107) Full Text: DOI
Grothe, Oliver; Kleppe, Tore Selland; Liesenfeld, Roman The Gibbs sampler with particle efficient importance sampling for state-space models. (English) Zbl 1490.62080 Econom. Rev. 38, No. 10, 1152-1175 (2019). MSC: 62F15 62M10 62M20 62P20 65C05 PDFBibTeX XMLCite \textit{O. Grothe} et al., Econom. Rev. 38, No. 10, 1152--1175 (2019; Zbl 1490.62080) Full Text: DOI arXiv
Mycek, Paul; De Lozzo, Matthias Multilevel Monte Carlo covariance estimation for the computation of Sobol’ indices. (English) Zbl 1483.65012 SIAM/ASA J. Uncertain. Quantif. 7, 1323-1348 (2019). MSC: 65C05 65N55 62L12 62D05 68Q25 PDFBibTeX XMLCite \textit{P. Mycek} and \textit{M. De Lozzo}, SIAM/ASA J. Uncertain. Quantif. 7, 1323--1348 (2019; Zbl 1483.65012) Full Text: DOI
Zhang, Jinhao; Xiao, Mi; Gao, Liang; Chu, Sheng A combined projection-outline-based active learning Kriging and adaptive importance sampling method for hybrid reliability analysis with small failure probabilities. (English) Zbl 1440.65009 Comput. Methods Appl. Mech. Eng. 344, 13-33 (2019). MSC: 65C05 60G25 62L05 62N05 65G40 PDFBibTeX XMLCite \textit{J. Zhang} et al., Comput. Methods Appl. Mech. Eng. 344, 13--33 (2019; Zbl 1440.65009) Full Text: DOI
Olsson, Jimmy; Pavlenko, Tatjana; Rios, Felix L. Bayesian learning of weakly structural Markov graph laws using sequential Monte Carlo methods. (English) Zbl 1431.62339 Electron. J. Stat. 13, No. 2, 2865-2897 (2019). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62L20 62A09 65C05 PDFBibTeX XMLCite \textit{J. Olsson} et al., Electron. J. Stat. 13, No. 2, 2865--2897 (2019; Zbl 1431.62339) Full Text: DOI arXiv Euclid
South, L. F.; Pettitt, A. N.; Drovandi, C. C. Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals. (English) Zbl 1421.62059 Bayesian Anal. 14, No. 3, 753-776 (2019). MSC: 62H05 62L12 65C05 PDFBibTeX XMLCite \textit{L. F. South} et al., Bayesian Anal. 14, No. 3, 753--776 (2019; Zbl 1421.62059) Full Text: DOI Euclid
Marin, Jean-Michel; Pudlo, Pierre; Sedki, Mohammed Consistency of adaptive importance sampling and recycling schemes. (English) Zbl 1466.62157 Bernoulli 25, No. 3, 1977-1998 (2019). MSC: 62-08 60J22 62F12 65C05 PDFBibTeX XMLCite \textit{J.-M. Marin} et al., Bernoulli 25, No. 3, 1977--1998 (2019; Zbl 1466.62157) Full Text: DOI Euclid
Chen, Xinjia A theory of truncated inverse sampling. (English) Zbl 1421.62113 Sequential Anal. 37, No. 4, 455-486 (2018). Reviewer: Rasul A. Khan (Forest Glen) MSC: 62L12 62D05 62G15 65C05 PDFBibTeX XMLCite \textit{X. Chen}, Sequential Anal. 37, No. 4, 455--486 (2018; Zbl 1421.62113) Full Text: DOI arXiv
Jensen, Alathea Stochastic enumeration with importance sampling. (English) Zbl 1411.05058 Methodol. Comput. Appl. Probab. 20, No. 4, 1259-1284 (2018). MSC: 05C05 05C81 05C85 60C05 65C05 94A20 60J80 PDFBibTeX XMLCite \textit{A. Jensen}, Methodol. Comput. Appl. Probab. 20, No. 4, 1259--1284 (2018; Zbl 1411.05058) Full Text: DOI arXiv
Borkar, Vivek S.; Jain, Ankush V. Reinforcement learning, sequential Monte Carlo and the EM algorithm. (English) Zbl 1398.60060 Sādhanā 43, No. 8, Paper No. 123, 11 p. (2018). MSC: 60G35 62M05 68T05 65C05 PDFBibTeX XMLCite \textit{V. S. Borkar} and \textit{A. V. Jain}, Sādhanā 43, No. 8, Paper No. 123, 11 p. (2018; Zbl 1398.60060) Full Text: DOI Link
Eisinger, Robert D.; Chen, Yuguo Sampling strategies for conditional inference on multigraphs. (English) Zbl 06944674 Stat. Interface 11, No. 4, 649-656 (2018). MSC: 62-XX PDFBibTeX XMLCite \textit{R. D. Eisinger} and \textit{Y. Chen}, Stat. Interface 11, No. 4, 649--656 (2018; Zbl 06944674) Full Text: DOI
Kahle, David; Yoshida, Ruriko; Garcia-Puente, Luis Hybrid schemes for exact conditional inference in discrete exponential families. (English) Zbl 1403.62106 Ann. Inst. Stat. Math. 70, No. 5, 983-1011 (2018). MSC: 62H17 62L12 PDFBibTeX XMLCite \textit{D. Kahle} et al., Ann. Inst. Stat. Math. 70, No. 5, 983--1011 (2018; Zbl 1403.62106) Full Text: DOI
Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth Multilevel sequential Monte Carlo for Bayesian inverse problems. (English) Zbl 1392.65012 J. Comput. Phys. 368, 154-178 (2018). MSC: 65C05 65C60 62C10 35Q86 65N30 PDFBibTeX XMLCite \textit{J. Latz} et al., J. Comput. Phys. 368, 154--178 (2018; Zbl 1392.65012) Full Text: DOI arXiv
Moral, Pierre Del; Jasra, Ajay A note on random walks with absorbing barriers and sequential Monte Carlo methods. (English) Zbl 1390.82057 Stochastic Anal. Appl. 36, No. 3, 413-442 (2018). MSC: 82C80 60K35 60F99 62F15 82-08 82C41 PDFBibTeX XMLCite \textit{P. D. Moral} and \textit{A. Jasra}, Stochastic Anal. Appl. 36, No. 3, 413--442 (2018; Zbl 1390.82057) Full Text: DOI arXiv
Brosse, Nicolas; Durmus, Alain; Moulines, Éric Normalizing constants of log-concave densities. (English) Zbl 1473.65005 Electron. J. Stat. 12, No. 1, 851-889 (2018). MSC: 65C05 60F25 62L10 65C40 60J05 PDFBibTeX XMLCite \textit{N. Brosse} et al., Electron. J. Stat. 12, No. 1, 851--889 (2018; Zbl 1473.65005) Full Text: DOI arXiv Euclid
Prangle, Dennis; Everitt, Richard G.; Kypraios, Theodore A rare event approach to high-dimensional approximate Bayesian computation. (English) Zbl 1384.62099 Stat. Comput. 28, No. 4, 819-834 (2018). MSC: 62F15 65C05 62P10 PDFBibTeX XMLCite \textit{D. Prangle} et al., Stat. Comput. 28, No. 4, 819--834 (2018; Zbl 1384.62099) Full Text: DOI arXiv Link
Shah, Rohan; Kroese, Dirk P. Without-replacement sampling for particle methods on finite state spaces. (English) Zbl 1384.65007 Stat. Comput. 28, No. 3, 633-652 (2018). MSC: 65C05 62D05 62L12 PDFBibTeX XMLCite \textit{R. Shah} and \textit{D. P. Kroese}, Stat. Comput. 28, No. 3, 633--652 (2018; Zbl 1384.65007) Full Text: DOI
Liu, Bin Posterior exploration based sequential Monte Carlo for global optimization. (English) Zbl 1385.90021 J. Glob. Optim. 69, No. 4, 847-868 (2017). MSC: 90C26 62D05 PDFBibTeX XMLCite \textit{B. Liu}, J. Glob. Optim. 69, No. 4, 847--868 (2017; Zbl 1385.90021) Full Text: DOI arXiv
Su, Chen; Tu, Xuemin Sequential implicit sampling methods for Bayesian inverse problems. (English) Zbl 1401.65012 SIAM/ASA J. Uncertain. Quantif. 5, 519-539 (2017). MSC: 65C05 35R30 62F15 PDFBibTeX XMLCite \textit{C. Su} and \textit{X. Tu}, SIAM/ASA J. Uncertain. Quantif. 5, 519--539 (2017; Zbl 1401.65012) Full Text: DOI
Demeyer, Séverine; Fischer, Nicolas; Marquis, Damien Surrogate model based sequential sampling estimation of conformance probability for computationally expensive systems: application to fire safety science. (Estimation de probabilité de conformité par échantillonnage séquentiel sur métamodèle.) (English. French summary) Zbl 1359.62338 J. SFdS 158, No. 1, 111-138 (2017). MSC: 62L12 65C05 60G15 62P30 PDFBibTeX XMLCite \textit{S. Demeyer} et al., J. SFdS 158, No. 1, 111--138 (2017; Zbl 1359.62338) Full Text: Link
Everitt, Richard G.; Johansen, Adam M.; Rowing, Ellen; Evdemon-Hogan, Melina Bayesian model comparison with un-normalised likelihoods. (English) Zbl 1505.62139 Stat. Comput. 27, No. 2, 403-422 (2017). MSC: 62-08 62F15 65C05 PDFBibTeX XMLCite \textit{R. G. Everitt} et al., Stat. Comput. 27, No. 2, 403--422 (2017; Zbl 1505.62139) Full Text: DOI arXiv Link
Mavrogonatou, Lida; Vyshemirsky, Vladislav Sequential importance sampling for online Bayesian changepoint detection. (English) Zbl 1462.62035 Colubi, Ana (ed.) et al., Proceedings of COMPSTAT 2016 – 22nd international conference on computational statistics, Oviedo, Spain, August 23–26, 2016. The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing. 73-84 (2016). MSC: 62-08 62M10 62F15 PDFBibTeX XMLCite \textit{L. Mavrogonatou} and \textit{V. Vyshemirsky}, in: Proceedings of COMPSTAT 2016 -- 22nd international conference on computational statistics, Oviedo, Spain, August 23--26, 2016. The Hague: International Statistical Institute; The Hague: International Association for Statistical Computing. 73--84 (2016; Zbl 1462.62035)
He, Zhijian; Owen, Art B. Extensible grids: uniform sampling on a space filling curve. (English) Zbl 1414.62082 J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 4, 917-931 (2016). MSC: 62F12 60J22 28A80 PDFBibTeX XMLCite \textit{Z. He} and \textit{A. B. Owen}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 78, No. 4, 917--931 (2016; Zbl 1414.62082) Full Text: DOI arXiv
Del Moral, P.; Kohn, R.; Patras, F. On particle Gibbs samplers. (English. French summary) Zbl 1356.60114 Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 4, 1687-1733 (2016). MSC: 60J22 60J10 65C40 65C05 65C35 60K35 PDFBibTeX XMLCite \textit{P. Del Moral} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 52, No. 4, 1687--1733 (2016; Zbl 1356.60114) Full Text: DOI
Robinson, Edward L. Data analysis for scientists and engineers. (English) Zbl 1358.62006 Princeton, NJ: Princeton University Press (ISBN 978-0-691-16992-7/hbk; 978-1-4008-8306-6/ebook). xiii, 393 p. (2016). Reviewer: Hans-Jürgen Schmidt (Potsdam) MSC: 62-01 62-07 00A06 65C05 62J05 60A05 60G15 62M40 62C05 62D05 62E10 62F10 62C10 62F15 42A38 62L10 62P30 62P35 PDFBibTeX XMLCite \textit{E. L. Robinson}, Data analysis for scientists and engineers. Princeton, NJ: Princeton University Press (2016; Zbl 1358.62006)
McGree, James M.; Drovandi, C. C.; White, Gentry; Pettitt, A. N. A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design. (English) Zbl 1505.62284 Stat. Comput. 26, No. 5, 1121-1136 (2016). MSC: 62-08 62K05 62L05 65C05 65D32 PDFBibTeX XMLCite \textit{J. M. McGree} et al., Stat. Comput. 26, No. 5, 1121--1136 (2016; Zbl 1505.62284) Full Text: DOI Link
Adluru, Nagesh; Yang, Xingwei; Latecki, Longin Jan Sequential Monte Carlo for maximum weight subgraphs with application to solving image jigsaw puzzles. (English) Zbl 1398.68631 Int. J. Comput. Vis. 112, No. 3, 319-341 (2015). MSC: 68U10 05C22 05C90 65C05 PDFBibTeX XMLCite \textit{N. Adluru} et al., Int. J. Comput. Vis. 112, No. 3, 319--341 (2015; Zbl 1398.68631) Full Text: DOI Link
Ma, Li Scalable Bayesian model averaging through local information propagation. (English) Zbl 1419.62168 J. Am. Stat. Assoc. 110, No. 510, 795-809 (2015). MSC: 62J05 62J12 65C05 62F15 62M05 PDFBibTeX XMLCite \textit{L. Ma}, J. Am. Stat. Assoc. 110, No. 510, 795--809 (2015; Zbl 1419.62168) Full Text: DOI arXiv
Chopin, Nicolas; Singh, Sumeetpal S. On particle Gibbs sampling. (English) Zbl 1333.60164 Bernoulli 21, No. 3, 1855-1883 (2015). Reviewer: Golibjon Isroilovich Botirov (Bukhara) MSC: 60J22 60J10 60K35 65C40 65C05 PDFBibTeX XMLCite \textit{N. Chopin} and \textit{S. S. Singh}, Bernoulli 21, No. 3, 1855--1883 (2015; Zbl 1333.60164) Full Text: DOI arXiv Euclid
Deng, Ke; Geng, Zhi; Liu, Jun S. Association pattern discovery via theme dictionary models. (English) Zbl 07555453 J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 2, 319-347 (2014). MSC: 62-XX PDFBibTeX XMLCite \textit{K. Deng} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 2, 319--347 (2014; Zbl 07555453) Full Text: DOI
Trevezas, S.; Malefaki, S.; Cournède, P.-H. Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling. (English) Zbl 1506.62179 Comput. Stat. Data Anal. 78, 82-99 (2014). MSC: 62-08 62M05 65C05 65C40 92C80 PDFBibTeX XMLCite \textit{S. Trevezas} et al., Comput. Stat. Data Anal. 78, 82--99 (2014; Zbl 1506.62179) Full Text: DOI
Zeng, X.; Anitescu, M. Sequential Monte Carlo sampling in hidden Markov models of nonlinear dynamical systems. (English) Zbl 1334.65011 Appl. Math. Comput. 233, 507-521 (2014). MSC: 65C05 65C40 62D05 62M05 PDFBibTeX XMLCite \textit{X. Zeng} and \textit{M. Anitescu}, Appl. Math. Comput. 233, 507--521 (2014; Zbl 1334.65011) Full Text: DOI
Fishman, George S. Counting subsets of contingency tables. (English) Zbl 1306.65056 Comput. Stat. 29, No. 1-2, 159-187 (2014). MSC: 62-08 62H17 65C05 PDFBibTeX XMLCite \textit{G. S. Fishman}, Comput. Stat. 29, No. 1--2, 159--187 (2014; Zbl 1306.65056) Full Text: DOI
Beskos, Alexandros; Crisan, Dan; Jasra, Ajay On the stability of sequential Monte Carlo methods in high dimensions. (English) Zbl 1304.82070 Ann. Appl. Probab. 24, No. 4, 1396-1445 (2014). Reviewer: Piotr Garbaczewski (Opole) MSC: 82C80 60K35 60F99 62F15 65C05 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 24, No. 4, 1396--1445 (2014; Zbl 1304.82070) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. (English) Zbl 1291.65009 Adv. Appl. Probab. 46, No. 1, 279-306 (2014). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C05 62F15 PDFBibTeX XMLCite \textit{A. Beskos} et al., Adv. Appl. Probab. 46, No. 1, 279--306 (2014; Zbl 1291.65009) Full Text: DOI Euclid Link
Kim, Hyoung-Moon; Ryu, Duchwan; Mallick, Bani K.; Genton, Marc G. Mixtures of skewed Kalman filters. (English) Zbl 1278.62154 J. Multivariate Anal. 123, 228-251 (2014). MSC: 62M20 62H10 65C05 PDFBibTeX XMLCite \textit{H.-M. Kim} et al., J. Multivariate Anal. 123, 228--251 (2014; Zbl 1278.62154) Full Text: DOI
Chopin, N.; Jacob, P. E.; Papaspiliopoulos, O. \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models. (English) Zbl 1411.62242 J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 3, 397-426 (2013). MSC: 62L10 62M05 62F15 PDFBibTeX XMLCite \textit{N. Chopin} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 3, 397--426 (2013; Zbl 1411.62242) Full Text: DOI arXiv
Lin, Ming; Chen, Rong; Liu, Jun S. Lookahead strategies for sequential Monte Carlo. (English) Zbl 1332.62144 Stat. Sci. 28, No. 1, 69-94 (2013). MSC: 62G09 65C05 65C40 62M10 PDFBibTeX XMLCite \textit{M. Lin} et al., Stat. Sci. 28, No. 1, 69--94 (2013; Zbl 1332.62144) Full Text: DOI arXiv Euclid
Fearnhead, Paul; Taylor, Benjamin M. An adaptive sequential Monte Carlo sampler. (English) Zbl 1329.62055 Bayesian Anal. 8, No. 2, 411-438 (2013). MSC: 62D05 60J22 62F15 65C60 65C05 PDFBibTeX XMLCite \textit{P. Fearnhead} and \textit{B. M. Taylor}, Bayesian Anal. 8, No. 2, 411--438 (2013; Zbl 1329.62055) Full Text: DOI arXiv Euclid
Petetin, Yohan; Desbouvries, François Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis. (English) Zbl 1322.62218 Stat. Comput. 23, No. 6, 759-775 (2013). MSC: 62M20 62G09 62D05 PDFBibTeX XMLCite \textit{Y. Petetin} and \textit{F. Desbouvries}, Stat. Comput. 23, No. 6, 759--775 (2013; Zbl 1322.62218) Full Text: DOI
Schäfer, Christian; Chopin, Nicolas Sequential Monte Carlo on large binary sampling spaces. (English) Zbl 1322.62035 Stat. Comput. 23, No. 2, 163-184 (2013). MSC: 62-07 62F15 62D05 65C05 65C60 PDFBibTeX XMLCite \textit{C. Schäfer} and \textit{N. Chopin}, Stat. Comput. 23, No. 2, 163--184 (2013; Zbl 1322.62035) Full Text: DOI arXiv
Chen, Xinjia Inverse sampling for nonasymptotic sequential estimation of bounded variable means. (English) Zbl 1319.62177 Sequential Anal. 32, No. 4, 428-457 (2013). MSC: 62L12 62D05 PDFBibTeX XMLCite \textit{X. Chen}, Sequential Anal. 32, No. 4, 428--457 (2013; Zbl 1319.62177) Full Text: DOI arXiv
Giraud, François; Del Moral, Pierre On the convergence of quantum and sequential Monte Carlo methods. (English) Zbl 1302.65005 Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 385-398 (2013). MSC: 65C05 65C40 PDFBibTeX XMLCite \textit{F. Giraud} and \textit{P. Del Moral}, Springer Proc. Math. Stat. 65, 385--398 (2013; Zbl 1302.65005) Full Text: DOI
Künsch, Hans R. Particle filters. (English) Zbl 1275.93058 Bernoulli 19, No. 4, 1391-1403 (2013). MSC: 93E11 93C57 93E25 PDFBibTeX XMLCite \textit{H. R. Künsch}, Bernoulli 19, No. 4, 1391--1403 (2013; Zbl 1275.93058) Full Text: DOI arXiv Euclid
Rubinstein, Reuven Stochastic enumeration method for counting NP-hard problems. (English) Zbl 1269.65012 Methodol. Comput. Appl. Probab. 15, No. 2, 249-291 (2013). MSC: 65C50 65C05 65C40 60J22 60C05 PDFBibTeX XMLCite \textit{R. Rubinstein}, Methodol. Comput. Appl. Probab. 15, No. 2, 249--291 (2013; Zbl 1269.65012) Full Text: DOI
Tan, Zhiqiang Calibrated path sampling and stepwise bridge sampling. (English) Zbl 1427.60159 J. Stat. Plann. Inference 143, No. 4, 675-690 (2013). MSC: 60J22 62D05 65C05 PDFBibTeX XMLCite \textit{Z. Tan}, J. Stat. Plann. Inference 143, No. 4, 675--690 (2013; Zbl 1427.60159) Full Text: DOI
Botev, Zdravko I.; Kroese, Dirk P. Efficient Monte Carlo simulation via the generalized splitting method. (English) Zbl 1322.65002 Stat. Comput. 22, No. 1, 1-16 (2012). MSC: 65C05 60J22 62G05 PDFBibTeX XMLCite \textit{Z. I. Botev} and \textit{D. P. Kroese}, Stat. Comput. 22, No. 1, 1--16 (2012; Zbl 1322.65002) Full Text: DOI
Schweizer, Nikolaus Non-asymptotic error bounds for sequential MCMC methods. (English) Zbl 1295.65004 Bonn: Univ. Bonn, Mathematisch-Naturwissenschaftliche Fakultät (Diss.). 122 p. (2012). MSC: 65C05 65C40 60H05 PDFBibTeX XMLCite \textit{N. Schweizer}, Non-asymptotic error bounds for sequential MCMC methods. Bonn: Univ. Bonn, Mathematisch-Naturwissenschaftliche Fakultät (Diss.) (2012; Zbl 1295.65004) Full Text: Link
Chan, Hock Peng; Deng, Shaojie; Lai, Tze-Leung Rare-event simulation of heavy-tailed random walks by sequential importance sampling and resampling. (English) Zbl 1269.65011 Adv. Appl. Probab. 44, No. 4, 1173-1196 (2012). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C50 65C05 60G50 60E05 PDFBibTeX XMLCite \textit{H. P. Chan} et al., Adv. Appl. Probab. 44, No. 4, 1173--1196 (2012; Zbl 1269.65011) Full Text: DOI Euclid
Cornuet, Jean-Marie; Marin, Jean-Michel; Mira, Antonietta; Robert, Christian P. Adaptive multiple importance sampling. (English) Zbl 1319.62059 Scand. J. Stat. 39, No. 4, 798-812 (2012). MSC: 62F15 62F12 65C05 92B10 PDFBibTeX XMLCite \textit{J.-M. Cornuet} et al., Scand. J. Stat. 39, No. 4, 798--812 (2012; Zbl 1319.62059) Full Text: DOI arXiv
Peters, G. W.; Fan, Y.; Sisson, S. A. On sequential Monte Carlo, partial rejection control and approximate Bayesian computation. (English) Zbl 1252.65022 Stat. Comput. 22, No. 6, 1209-1222 (2012). MSC: 65C40 62D05 65C05 PDFBibTeX XMLCite \textit{G. W. Peters} et al., Stat. Comput. 22, No. 6, 1209--1222 (2012; Zbl 1252.65022) Full Text: DOI arXiv
Cérou, Frédéric; Del Moral, Pierre; Furon, Teddy; Guyader, Arnaud Sequential Monte Carlo for rare event estimation. (English) Zbl 1252.62083 Stat. Comput. 22, No. 3, 795-808 (2012). MSC: 62L12 60K35 65C05 PDFBibTeX XMLCite \textit{F. Cérou} et al., Stat. Comput. 22, No. 3, 795--808 (2012; Zbl 1252.62083) Full Text: DOI Link
Morzfeld, Matthias; Tu, Xuemin; Atkins, Ethan; Chorin, Alexandre J. A random map implementation of implicit filters. (English) Zbl 1242.65012 J. Comput. Phys. 231, No. 4, 2049-2066 (2012). MSC: 65C30 60H15 60H35 35R60 PDFBibTeX XMLCite \textit{M. Morzfeld} et al., J. Comput. Phys. 231, No. 4, 2049--2066 (2012; Zbl 1242.65012) Full Text: DOI arXiv
Qian, Guoqi; Li, Ning; Huggins, Richard Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe. (English) Zbl 1247.62291 Comput. Stat. Data Anal. 55, No. 1, 655-666 (2011). MSC: 62P12 62D05 65C40 65C05 PDFBibTeX XMLCite \textit{G. Qian} et al., Comput. Stat. Data Anal. 55, No. 1, 655--666 (2011; Zbl 1247.62291) Full Text: DOI
Beichl, Isabel; Moseman, Elizabeth; Sullivan, Francis Computing network reliability coefficients. (English) Zbl 1242.68030 Congr. Numerantium 207, 111-127 (2011). MSC: 68M15 68R10 05C82 05C81 65C40 PDFBibTeX XMLCite \textit{I. Beichl} et al., Congr. Numerantium 207, 111--127 (2011; Zbl 1242.68030)
Chan, Hock Peng; Lai, Tze Leung A sequential Monte Carlo approach to computing tail probabilities in stochastic models. (English) Zbl 1246.60042 Ann. Appl. Probab. 21, No. 6, 2315-2342 (2011). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 60F10 65C05 60J22 60K35 65C20 PDFBibTeX XMLCite \textit{H. P. Chan} and \textit{T. L. Lai}, Ann. Appl. Probab. 21, No. 6, 2315--2342 (2011; Zbl 1246.60042) Full Text: DOI arXiv
Firth, David On improved estimation for importance sampling. (English) Zbl 1282.65014 Braz. J. Probab. Stat. 25, No. 3, 437-443 (2011). MSC: 65C05 60J22 62D05 62L10 PDFBibTeX XMLCite \textit{D. Firth}, Braz. J. Probab. Stat. 25, No. 3, 437--443 (2011; Zbl 1282.65014) Full Text: DOI
Ionides, Edward L.; Bhadra, Anindya; Atchadé, Yves; King, Aaron Iterated filtering. (English) Zbl 1220.62103 Ann. Stat. 39, No. 3, 1776-1802 (2011). MSC: 62M05 62M20 65C05 62M09 PDFBibTeX XMLCite \textit{E. L. Ionides} et al., Ann. Stat. 39, No. 3, 1776--1802 (2011; Zbl 1220.62103) Full Text: DOI arXiv
Benkamra, Zohra; Terbeche, Mekki; Tlemcani, Mounir Two stage design for estimating the reliability of series/parallel systems. (English) Zbl 1219.62149 Math. Comput. Simul. 81, No. 10, 2062-2072 (2011). MSC: 62N05 62D05 62L10 65C05 PDFBibTeX XMLCite \textit{Z. Benkamra} et al., Math. Comput. Simul. 81, No. 10, 2062--2072 (2011; Zbl 1219.62149) Full Text: DOI
Desbouvries, François; Petetin, Yohan; Ait-El-Fquih, Boujemaa Direct, prediction- and smoothing-based Kalman and particle filter algorithms. (English) Zbl 1217.94085 Signal Process. 91, No. 8, 2064-2077 (2011). MSC: 94A20 93E11 65C05 PDFBibTeX XMLCite \textit{F. Desbouvries} et al., Signal Process. 91, No. 8, 2064--2077 (2011; Zbl 1217.94085) Full Text: DOI
Manolopoulou, Ioanna; Chan, Cliburn; West, Mike Selection sampling from large data sets for targeted inference in mixture modeling. (English) Zbl 1330.62065 Bayesian Anal. 5, No. 3, 429-449 (2010). MSC: 62D05 62M05 65C40 62H30 PDFBibTeX XMLCite \textit{I. Manolopoulou} et al., Bayesian Anal. 5, No. 3, 429--449 (2010; Zbl 1330.62065) Full Text: DOI Euclid
Goodwin, Graham C.; Feuer, Arie; Müller, Claus Sequential Bayesian filtering via minimum distortion quantization. (English) Zbl 1234.93050 Hu, Xiaoming (ed.) et al., Three decades of progress in control sciences. Dedicated to Chris Byrnes and Anders Lindquist. Berlin: Springer (ISBN 978-3-642-11277-5/hbk; 978-3-642-11278-2/ebook). 203-213 (2010). MSC: 93B51 93E11 PDFBibTeX XMLCite \textit{G. C. Goodwin} et al., in: Three decades of progress in control sciences. Dedicated to Chris Byrnes and Anders Lindquist. Berlin: Springer. 203--213 (2010; Zbl 1234.93050)
Doucet, Arnaud; Johansen, Adam M.; Tadić, Vladislav B. On solving integral equations using Markov chain Monte Carlo methods. (English) Zbl 1193.65217 Appl. Math. Comput. 216, No. 10, 2869-2880 (2010). MSC: 65R20 45B05 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{A. Doucet} et al., Appl. Math. Comput. 216, No. 10, 2869--2880 (2010; Zbl 1193.65217) Full Text: DOI
De Rossi, Giuliano Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters. (English) Zbl 1231.91485 Comput. Econ. 36, No. 1, 1-16 (2010). MSC: 91G70 91G30 65C05 62M20 PDFBibTeX XMLCite \textit{G. De Rossi}, Comput. Econ. 36, No. 1, 1--16 (2010; Zbl 1231.91485) Full Text: DOI
Lian, Heng Sparse Bayesian hierarchical modeling of high-dimensional clustering problems. (English) Zbl 1188.62137 J. Multivariate Anal. 101, No. 7, 1728-1737 (2010). MSC: 62F15 62H30 62P10 65C60 65C05 92C50 PDFBibTeX XMLCite \textit{H. Lian}, J. Multivariate Anal. 101, No. 7, 1728--1737 (2010; Zbl 1188.62137) Full Text: DOI arXiv
Eberle, Andreas; Marinelli, Carlo \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures. (English) Zbl 1200.60063 J. Math. Anal. Appl. 365, No. 1, 120-134 (2010). Reviewer: Ion C. Vladimirescu (Craiova) MSC: 60J22 60J27 PDFBibTeX XMLCite \textit{A. Eberle} and \textit{C. Marinelli}, J. Math. Anal. Appl. 365, No. 1, 120--134 (2010; Zbl 1200.60063) Full Text: DOI arXiv
Cho, Hokwon A. Statistical identification in multinomial models with sequential sampling. (English) Zbl 1188.62265 Am. J. Math. Manage. Sci. 29, No. 1-2, Spec. Iss., 139-156 (2009). MSC: 62L10 62F07 65C05 PDFBibTeX XMLCite \textit{H. A. Cho}, Am. J. Math. Manage. Sci. 29, No. 1--2, 139--156 (2009; Zbl 1188.62265) Full Text: DOI
Beaumont, Mark A.; Cornuet, Jean-Marie; Marin, Jean-Michel; Robert, Christian P. Adaptive approximate Bayesian computation. (English) Zbl 1437.62393 Biometrika 96, No. 4, 983-990 (2009). MSC: 62P10 PDFBibTeX XMLCite \textit{M. A. Beaumont} et al., Biometrika 96, No. 4, 983--990 (2009; Zbl 1437.62393) Full Text: DOI arXiv
Kou, S. C.; McCullagh, P. Approximating the \({\alpha}\)-permanent. (English) Zbl 1206.62144 Biometrika 96, No. 3, 635-644 (2009). MSC: 62M09 62H10 62L99 65C05 PDFBibTeX XMLCite \textit{S. C. Kou} and \textit{P. McCullagh}, Biometrika 96, No. 3, 635--644 (2009; Zbl 1206.62144) Full Text: DOI
Lai, Yongzeng Adaptive Monte Carlo methods for matrix equations with applications. (English) Zbl 1169.65003 J. Comput. Appl. Math. 231, No. 2, 705-714 (2009). MSC: 65C05 65F30 15A24 65R20 45B05 PDFBibTeX XMLCite \textit{Y. Lai}, J. Comput. Appl. Math. 231, No. 2, 705--714 (2009; Zbl 1169.65003) Full Text: DOI
Newman, Ken B.; Fernández, Carmen; Thomas, Len; Buckland, Stephen T. Monte Carlo inference for state-space models of wild animal populations. (English) Zbl 1167.62097 Biometrics 65, No. 2, 572-583 (2009). MSC: 62P12 65C05 65C40 62P10 62F15 PDFBibTeX XMLCite \textit{K. B. Newman} et al., Biometrics 65, No. 2, 572--583 (2009; Zbl 1167.62097) Full Text: DOI
Douc, Randal; Moulines, Éric; Olsson, Jimmy Optimality of the auxiliary particle filter. (English) Zbl 1176.62092 Probab. Math. Stat. 29, No. 1, 1-28 (2009). MSC: 62M20 65C60 65C05 PDFBibTeX XMLCite \textit{R. Douc} et al., Probab. Math. Stat. 29, No. 1, 1--28 (2009; Zbl 1176.62092) Full Text: arXiv Link
Mukherjee, Amitava Some rank-based two-phase procedures in sequential monitoring of exchange rate. (English) Zbl 1162.62079 Sequential Anal. 28, No. 2, 137-162 (2009). MSC: 62L10 62G10 62P05 62L05 65C05 PDFBibTeX XMLCite \textit{A. Mukherjee}, Sequential Anal. 28, No. 2, 137--162 (2009; Zbl 1162.62079) Full Text: DOI Link
Bandyopadhyay, Uttam; Mukherjee, Amitava; Purkait, Barendra Simultaneous tests for patterned recognition using nonparametric partially sequential procedure. (English) Zbl 1248.62133 Stat. Methodol. 5, No. 6, 535-551 (2008). MSC: 62L10 62G10 62J15 86A32 62P12 65C05 PDFBibTeX XMLCite \textit{U. Bandyopadhyay} et al., Stat. Methodol. 5, No. 6, 535--551 (2008; Zbl 1248.62133) Full Text: DOI
Liu, Jun S. Monte Carlo strategies in scientific computing. 1st softcover printing. (English) Zbl 1132.65003 Springer Series in Statistics. New York, NY: Springer (ISBN 978-0-387-76369-9/pbk). xvi, 343 p. (2008). MSC: 65C05 62D05 65C40 60J22 65-02 65C60 82C22 92D25 94A12 PDFBibTeX XMLCite \textit{J. S. Liu}, Monte Carlo strategies in scientific computing. 1st softcover printing. New York, NY: Springer (2008; Zbl 1132.65003)