Category: empirical likelihood

a new rule for adaptive importance sampling

Art Owen and Yi Zhou have arXived a short paper on the combination of importance sampling estimators. Which connects somehow with the talk about multiple estimators I gave at ESM last year in Helsinki. And our earlier AMIS combination. The paper however makes two important assumptions to reach optimal weighting, which is inversely proportional to […]

a book and three chapters on ABC

In connection with our handbook on mixtures being published, here are three chapters I contributed to from the Handbook of ABC, edited by Scott Sisson, Yanan Fan, and Mark Beaumont: 6. Likelihood-free Model Choice, by J.-M. Marin, P. Pudlo, A. Estoup and C.P. Robert 12. Approximating the Likelihood in ABC, by  C. C. Drovandi, C. […]