DOI: 10.1214/aoap/1029962748. Adaptive importance sampling on discrete Markov chains

Adaptive importance sampling on discrete Markov chains

10.1214/aoap/1029962748

Crossref journal-article

Institute of Mathematical Statistics

The Annals of Applied Probability (108)

Bibliography

Baggerly, K., Cox, D., Kollman, C., & Picard, R. (1999). Adaptive importance sampling on discrete Markov chains. The Annals of Applied Probability, 9(2).

Authors 4

Keith Baggerly (first)
Dennis Cox (additional)
Craig Kollman (additional)
Rick Picard (additional)

References 16 Referenced 37

HAMMERSLEY, J. M. and HANDSCOMB, D. C. (1964). Monte Carlo Methods. Chapman and Hall, London. (10.1007/978-94-009-5819-7)
Carter, L. L. and Cashwell, E. D. (1975). Particle Transport Simulation and the Monte Carlo Method. Technical Information Center, Springfield, VA, Energy Research and Development Administration. Glasserman, P. (1993a). Stochastic monotonicity and conditional Monte Carlo for likelihood ratios. Adv. in Appl. Probab. 25 103-115. (10.1017/S0001867800025192)
412 KOLLMAN, BAGGERLY, COX AND PICARD
Parzen, E. (1954). On uniform convergence of families of sequences of random variables. Univ. California Publications in Statistics 2 23-54.
Apostol, T. A. (1957). Mathematical Analy sis. Addison-Wesley, Reading, MA.
Booth, T. E. (1985). Exponential convergence for Monte Carlo particle transport? Trans. Amer. Nuclear Soc. 50 267-268.
Booth, T. E. (1986). A Monte Carlo learning/biasing experiment with intelligent random numbers. Nuclear Science and Engineering 92 465-481. (10.13182/NSE86-A17534)
Booth, T. E. (1988). The intelligent random number technique in MCNP. Nuclear Science and Engineering 100 248-254. (10.13182/NSE88-A29037)
Booth, T. E. (1989). Zero-variance solutions for linear Monte Carlo. Nuclear Science and Engineering 102 332-340. (10.13182/NSE89-A23646)
Brieman, L. (1968). Probability. Addison-Wesley, Reading, MA.
Briesmeister, J. F., ed. (1993). MCNP-A general Monte Carlo N-particle transport code. Version 4A, Los Alamos National Laboratory Report LA-12625-MS.
Halton, J. H. (1962). Sequential Monte Carlo. Proc. Cambridge Philos. Soc. 58 57-78. (10.1017/S0305004100036227)
Kalos, M. H. and Whitlock, P. A. (1986). Monte Carlo Methods. Wiley, New York. (10.1002/9783527617395)
Kollman, C. (1993). Rare event simulation in radiation transport. Ph.D. dissertation, Dept. Statistics, Stanford Univ. (10.2172/10172053)
Lux, I. and Koblinger, L. (1991). Monte Carlo Particle Transport Methods: Neutron and Photon Calculations. CRC Press, Boca Raton, FL.
Marshall, A. W. (1956). The use of multi-stage sampling schemes in Monte Carlo computation. In University of Florida Sy mposium on Monte Carlo Methods 123-140. Wiley, New York.

Dates

Type	When
Created	22 years, 8 months ago (Dec. 5, 2002, 9:11 a.m.)
Deposited	4 years, 3 months ago (May 7, 2021, 6:13 p.m.)
Indexed	11 months, 3 weeks ago (Sept. 1, 2024, 1:04 a.m.)
Issued	26 years, 3 months ago (May 1, 1999)
Published	26 years, 3 months ago (May 1, 1999)
Published Print	26 years, 3 months ago (May 1, 1999)

Funders 0

None

BibTeX

@article{Baggerly_1999, title={Adaptive importance sampling on discrete Markov chains}, volume={9}, ISSN={1050-5164}, url={http://dx.doi.org/10.1214/aoap/1029962748}, DOI={10.1214/aoap/1029962748}, number={2}, journal={The Annals of Applied Probability}, publisher={Institute of Mathematical Statistics}, author={Baggerly, Keith and Cox, Dennis and Kollman, Craig and Picard, Rick}, year={1999}, month=may }

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