On a Likelihood Approach for Monte Carlo Integration

By Zhiqiang Tan. 2004

83 citations recorded by the source corpus.

Subfields: Numerical Analysis, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Numerical Analysis

1. Christiane Lemieux
2. Rong Chen
3. Wentao Li
4. Zhiqiang Tan
5. Art B. Owen
6. Fred J. Hickernell
7. David Luengo
8. Victor Elvira

In Statistics and Probability

1. Christiane Lemieux
2. Rong Chen
3. Wentao Li
4. Zhiqiang Tan
5. Art B. Owen
6. Fred J. Hickernell
7. Luca Martino
8. Victor Elvira

Citations in the corpus

• A Distributional Approach for Causal Inference Using Propensity Scores (2006, background): “This result is similar to those established for Monte Carlo integration by Tan (2004).”
• Efficient Sequential Monte Carlo With Multiple Proposals and Control Variates (2016, methodology): “Specifically, we use particles generated from a mixture proposal distribution with importance weights constructed by Tan (2004) This paper is organized as follows.”
• Control variates for quasi-Monte Carlo (2005, methodology): “Tan (2003) presented an elegant solution to this maximization problem under the more general setting with multiple control variates.”
• Generalized Multiple Importance Sampling (2015, background): “the knowledge of the normalizing constants, prior information of the proposals, etc [Veach and Guibas, 1995; Hesterberg, 1995; Owen and Zhou, 2000; Tan, 2004; He and Owen, 2014; Elvira et al., 2015a].”