Wavelet Monte Carlo: a principle for sampling from complex distributions

Gilks, WR, Cironis, L and Barber, S orcid.org/0000-0002-7611-7219 (Cover date: October 2023) Wavelet Monte Carlo: a principle for sampling from complex distributions. Statistics and Computing, 33 (5). 92. ISSN 0960-3174



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Keywords: Monte-Carlo integration; Statistical sampling algorithm; Survival analysis; Wavelet decomposition
  • Accepted: 11 May 2023
  • Published (online): 24 June 2023
  • Published: 24 June 2023
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 26 May 2023 13:37
Last Modified: 21 Jul 2023 14:53
Status: Published
Publisher: Springer Nature
Identification Number: https://doi.org/10.1007/s11222-023-10256-w