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
Donnet, Sophie; Marin, Jean-michel An empirical Bayes procedure for the selection of Gaussian graphical models. (English) Zbl 1272.62008 Stat. Comput. 22, No. 5, 1113-1123 (2012). MSC: 62C12 60J22 62H99 PDFBibTeX XMLCite \textit{S. Donnet} and \textit{J.-m. Marin}, Stat. Comput. 22, No. 5, 1113--1123 (2012; Zbl 1272.62008) Full Text: DOI arXiv
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. Minimum variance importance sampling via population Monte Carlo. (English) Zbl 1181.60028 ESAIM, Probab. Stat. 11, 427-447 (2007). MSC: 60F05 62L12 65-04 65C05 65C40 65C60 PDFBibTeX XMLCite \textit{R. Douc} et al., ESAIM, Probab. Stat. 11, 427--447 (2007; Zbl 1181.60028) Full Text: DOI Numdam EuDML
Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. Convergence of adaptive mixtures of importance sampling schemes. (English) Zbl 1132.60022 Ann. Stat. 35, No. 1, 420-448 (2007). Reviewer: Yu. V. Kozachenko (Kyïv) MSC: 60F05 65C40 PDFBibTeX XMLCite \textit{R. Douc} et al., Ann. Stat. 35, No. 1, 420--448 (2007; Zbl 1132.60022) Full Text: DOI arXiv
Celeux, Gilles; Marin, Jean-Michel; Robert, Christian P. Iterated importance sampling in missing data problems. (English) Zbl 1445.62004 Comput. Stat. Data Anal. 50, No. 12, 3386-3404 (2006). MSC: 62-08 62D10 62P05 PDFBibTeX XMLCite \textit{G. Celeux} et al., Comput. Stat. Data Anal. 50, No. 12, 3386--3404 (2006; Zbl 1445.62004) Full Text: DOI