Return to search

The resampling weights in sampling-importance resampling algorithm.

Au Siu Chun Brian. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 54-57). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Related sampling methods --- p.4 / Chapter 2.1 --- Introduction --- p.4 / Chapter 2.2 --- Gibbs sampler --- p.4 / Chapter 2.3 --- Importance sampling --- p.5 / Chapter 2.4 --- Sampling-importance resampling (SIR) --- p.7 / Chapter 2.5 --- Inverse Bayes formulae sampling (IBF sampling) --- p.10 / Chapter 3 --- Resampling weights in the SIR algorithm --- p.13 / Chapter 3.1 --- Resampling weights --- p.13 / Chapter 3.2 --- Problem in IBF sampling --- p.18 / Chapter 3.3 --- Adaptive finite mixture of distributions --- p.18 / Chapter 3.4 --- Allowing general distribution of 9 --- p.21 / Chapter 3.5 --- Examples and graphical comparison --- p.24 / Chapter 4 --- Resampling weight in Gibbs sampling --- p.32 / Chapter 4.1 --- Introduction --- p.32 / Chapter 4.2 --- Use Gibbs sampler to obtain ISF --- p.33 / Chapter 4.3 --- How many iterations? --- p.36 / Chapter 4.4 --- Applications --- p.41 / Chapter 4.4.1 --- The genetic linkage model --- p.41 / Chapter 4.4.2 --- Example --- p.43 / Chapter 4.4.3 --- The probit binary regression model --- p.44 / Chapter 5 --- Conclusion and discussion --- p.49 / Appendix A: Exact bias of the SIR --- p.52 / References --- p.54

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325502
Date January 2006
ContributorsAu, Siu Chun Brian., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, ix, 57 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

Page generated in 0.0019 seconds