Posts Tagged ‘ adaptive importance sampling ’

AMIS revised & resubmitted

December 18, 2010
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AMIS revised & resubmitted

After a thorough revision that removed most of the theoretical attempts at improving our understanding of AMIS convergence, we have now resubmitted the AMIS paper to Scandinavian Journal of Statistics and arXived the new version as well. (I remind the reader that AMIS stands for adaptive mixture importance sampling and that it implements an adaptive

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IMIS & AMIS

July 29, 2010
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IMIS & AMIS

A most interesting paper by Adrian Raftery and Le Bao appeared in the Early View section of Biometrics.  It aims at better predictions for HIV prevalence—in the original UNAIDS implementation, a naïve SIR procedure was used, based on the prior as importance function, which sometimes resulted in terrible degeneracy—, but its methodological input is about

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