a class of adaptive importance sampling weighted em algorithms for
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TI 2012-026/4 Tinbergen Institute Discussion Paper
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
Lennart Hoogerheide1,2
Anne Opschoor2,3
Herman K. van Dijk1,2,3
1 Faculty of Economics and Business Administration, VU University Amsterdam; 2 Tinbergen Institute; 3 Erasmus School of Economics, Erasmus University Rotterdam.