MCMC‐driven importance samplers

•We introduce different possible combinations of Markov Chain Monte Carlo algorithms and importance sampling schemes.•The different variants address computational challenges arising in real-world applications.•We introduce different strategies for designing cheaper schemes, for instance, recycling s...

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Bibliographic Details

Published in:	Applied mathematical modelling Vol. 111; pp. 310 - 331
Main Authors:	Llorente, F., Curbelo, E., Martino, L., Elvira, V., Delgado, D.
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 01.11.2022
Subjects:	Bayesian inference Computational algorithms Importance sampling Quadrature methods Bayesian inference Computational algorithms Quadrature methods Importance sampling
ISSN:	0307-904X
Online Access:	Get full text
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