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Iterated importance sampling in missing data  (Make Corrections)  
problems Gilles Celeux INRIA, FUTURS, Orsay, France Jean-Michel Marin INRIA,...



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Abstract: Missing variable models are typical benchmarks for new computational techniques in that the ill-posed nature of missing variable models o#er a challenging testing ground for these techniques. This was the case for the EM algorithm and the Gibbs sampler, and this is also true for importance sampling schemes. A population Monte Carlo scheme taking advantage of the latent structure of the problem is proposed. The potential of this approach and its specifics in missing data problems are ... (Update)

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BibTeX entry:   (Update)

@misc{ celeux-iterated,
  author = "Problems Gilles Celeux",
  title = "Iterated Importance Sampling in Missing Data",
  url = "citeseer.ist.psu.edu/753844.html" }
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