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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Item Type: Article
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© The Author(s) 2023. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.

Keywords: Monte-Carlo integration; Statistical sampling algorithm; Survival analysis; Wavelet decomposition
Dates:
  • Published: 24 June 2023
  • Published (online): 24 June 2023
  • Accepted: 11 May 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: 07 Aug 2024 02:09
Status: Published
Publisher: Springer Nature
Identification Number: 10.1007/s11222-023-10256-w
Open Archives Initiative ID (OAI ID):

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