Timeline for Results on Monte Carlo estimates produced by importance sampling
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 12, 2012 at 11:57 | vote | accept | Berk U. | ||
| Jun 12, 2012 at 11:57 | |||||
| Mar 22, 2012 at 11:00 | comment | added | Xi'an | @deinst: Great point! Indeed, the properties of the self-normalised versions are quite different from those of the unbiased importance sampling estimator. In theory, one would need a separate importance sampler to estimate the denominator. | |
| Mar 22, 2012 at 3:53 | history | edited | deinst | CC BY-SA 3.0 |
fixed typos and lunch addled grammar
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| Mar 22, 2012 at 3:52 | comment | added | deinst | @BerkUstun The capital G is a typo for a small that I will fix promptly. X/Y is just a generic ratio of random variables. IIRC all this is explained in Liu's Monte Carlo book (something with scientific in the title.) | |
| Mar 22, 2012 at 2:57 | comment | added | Berk U. | Thank you for this. I'm just a little unsure about the notation / not sure if there is a typo. To clarify, what exactly are $X/Y$ and $G$ in your explanation? | |
| Mar 21, 2012 at 18:01 | history | answered | deinst | CC BY-SA 3.0 |