On a Likelihood Approach for Monte Carlo Integration
نویسندگان
چکیده
منابع مشابه
On a Likelihood Approach for Monte Carlo Integration
The use of estimating equations has been a common approach for constructing Monte Carlo estimators. Recently, Kong et al. proposed a formulation of Monte Carlo integration as a statistical model, making explicit what information is ignored and what is retained about the baseline measure. From simulated data, the baseline measure is estimated by maximum likelihood, and then integrals of interest...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2004
ISSN: 0162-1459,1537-274X
DOI: 10.1198/016214504000001664