{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,23]],"date-time":"2025-09-23T13:09:08Z","timestamp":1758632948395,"version":"3.37.3"},"reference-count":26,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2017,4,19]],"date-time":"2017-04-19T00:00:00Z","timestamp":1492560000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/100010418","name":"Defence Science and Technology Laboratory","doi-asserted-by":"crossref","award":["WSTC0058","CDE36610"],"award-info":[{"award-number":["WSTC0058","CDE36610"]}],"id":[{"id":"10.13039\/100010418","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2018,5]]},"DOI":"10.1007\/s11222-017-9747-5","type":"journal-article","created":{"date-parts":[[2017,4,19]],"date-time":"2017-04-19T04:54:01Z","timestamp":1492577641000},"page":"549-561","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":12,"title":["Langevin incremental mixture importance sampling"],"prefix":"10.1007","volume":"28","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-2335-5536","authenticated-orcid":false,"given":"Matteo","family":"Fasiolo","sequence":"first","affiliation":[]},{"given":"Fl\u00e1vio Eler","family":"de Melo","sequence":"additional","affiliation":[]},{"given":"Simon","family":"Maskell","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,4,19]]},"reference":[{"doi-asserted-by":"crossref","unstructured":"Ascher, U.M, Petzold, L.R.: Computer methods for ordinary differential equations and differential-algebraic equations. Soc. Ind. Appl. Math. 73\u201378 (1998)","key":"9747_CR1","DOI":"10.1137\/1.9781611971392"},{"unstructured":"Bates, S.: Bayesian inference for deterministic simulation models for environmental assessment. PhD Thesis, University of Washington (2001)","key":"9747_CR2"},{"unstructured":"Bezanson, J., Karpinski, S., Shah, V.B., Edelman, A.: Julia: a fast dynamic language for technical computing. \n                        arXiv:1209.5145\n                        \n                     (2012)","key":"9747_CR3"},{"key":"9747_CR4","volume-title":"Algorithms for Minimization Without Derivatives","author":"RP Brent","year":"2013","unstructured":"Brent, R.P.: Algorithms for Minimization Without Derivatives. Courier Corporation, North Chelmsford (2013)"},{"unstructured":"Bucy, R.S., Joseph, P.D.: Filtering for stochastic processes with applications to guidance. Am. Math. Soc. 43\u201355 (1987)","key":"9747_CR5"},{"issue":"514","key":"9747_CR6","doi-asserted-by":"crossref","first-page":"748","DOI":"10.1080\/01621459.2015.1038387","volume":"111","author":"P Bunch","year":"2016","unstructured":"Bunch, P., Godsill, S.: Approximations of the optimal importance density using Gaussian particle flow importance sampling. J. Am. Stat. Assoc. 111(514), 748\u2013762 (2016)","journal-title":"J. Am. Stat. Assoc."},{"issue":"4","key":"9747_CR7","doi-asserted-by":"crossref","first-page":"447","DOI":"10.1007\/s11222-008-9059-x","volume":"18","author":"O Capp\u00e9","year":"2008","unstructured":"Capp\u00e9, O., Douc, R., Guillin, A., Marin, J.M., Robert, C.P.: Adaptive importance sampling in general mixture classes. Stat. Comput. 18(4), 447\u2013459 (2008)","journal-title":"Stat. Comput."},{"unstructured":"Carpenter, B., Gelman, A., Hoffman, M., Lee, D., Goodrich, B., Betancourt, M., Brubaker, M., Guo, J., Li, P., Riddell, A.: Stan: a probabilistic programming language. J. Stat. Softw. 76(1), 1\u201332 (2017)","key":"9747_CR8"},{"doi-asserted-by":"crossref","unstructured":"Daum, F., Huang, J.: Particle flow for nonlinear filters with log-homotopy. In: SPIE Defense and Security Symposium, International Society for Optics and Photonics, pp. 696,918\u2013696,918 (2008)","key":"9747_CR9","DOI":"10.1117\/12.764909"},{"issue":"2","key":"9747_CR10","doi-asserted-by":"crossref","first-page":"216","DOI":"10.1016\/0370-2693(87)91197-X","volume":"195","author":"S Duane","year":"1987","unstructured":"Duane, S., Kennedy, A.D., Pendleton, B.J., Roweth, D.: Hybrid monte carlo. Phys. Lett. B 195(2), 216\u2013222 (1987)","journal-title":"Phys. Lett. B"},{"issue":"495","key":"9747_CR11","doi-asserted-by":"crossref","first-page":"959","DOI":"10.1198\/jasa.2011.tm10301","volume":"106","author":"C Faes","year":"2011","unstructured":"Faes, C., Ormerod, J.T., Wand, M.P.: Variational Bayesian inference for parametric and nonparametric regression with missing data. J. Am. Stat. Assoc. 106(495), 959\u2013971 (2011)","journal-title":"J. Am. Stat. Assoc."},{"issue":"2","key":"9747_CR12","doi-asserted-by":"crossref","first-page":"123","DOI":"10.1111\/j.1467-9868.2010.00765.x","volume":"73","author":"M Girolami","year":"2011","unstructured":"Girolami, M., Calderhead, B.: Riemann manifold Langevin and Hamiltonian Monte Carlo methods. J. R. Stat. Soc. Ser. B (Stat. Methodol.) 73(2), 123\u2013214 (2011)","journal-title":"J. R. Stat. Soc. Ser. B (Stat. Methodol.)"},{"issue":"433","key":"9747_CR13","doi-asserted-by":"crossref","first-page":"132","DOI":"10.1080\/01621459.1996.10476670","volume":"91","author":"GH Givens","year":"1996","unstructured":"Givens, G.H., Raftery, A.E.: Local adaptive importance sampling for multivariate densities with strong nonlinear relationships. J. Am. Stat. Assoc. 91(433), 132\u2013141 (1996)","journal-title":"J. Am. Stat. Assoc."},{"issue":"1","key":"9747_CR14","doi-asserted-by":"crossref","first-page":"75","DOI":"10.1016\/0893-6080(88)90023-8","volume":"1","author":"RP Gorman","year":"1988","unstructured":"Gorman, R.P., Sejnowski, T.J.: Analysis of hidden units in a layered network trained to classify sonar targets. Neural Netw. 1(1), 75\u201389 (1988)","journal-title":"Neural Netw."},{"issue":"2","key":"9747_CR15","doi-asserted-by":"crossref","first-page":"223","DOI":"10.2307\/3318737","volume":"7","author":"H Haario","year":"2001","unstructured":"Haario, H., Saksman, E., Tamminen, J.: An adaptive Metropolis algorithm. Bernoulli 7(2), 223\u2013242 (2001)","journal-title":"Bernoulli"},{"issue":"1","key":"9747_CR16","first-page":"1593","volume":"15","author":"MD Hoffman","year":"2014","unstructured":"Hoffman, M.D., Gelman, A.: The No-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo. J. Mac. Learn. Res. 15(1), 1593\u20131623 (2014)","journal-title":"J. Mac. Learn. Res."},{"issue":"2","key":"9747_CR17","doi-asserted-by":"crossref","first-page":"295","DOI":"10.1198\/106186008X320456","volume":"17","author":"EL Ionides","year":"2008","unstructured":"Ionides, E.L.: Truncated importance sampling. J. Comput. Graph. Stat. 17(2), 295\u2013311 (2008)","journal-title":"J. Comput. Graph. Stat."},{"issue":"425","key":"9747_CR18","doi-asserted-by":"crossref","first-page":"278","DOI":"10.1080\/01621459.1994.10476469","volume":"89","author":"A Kong","year":"1994","unstructured":"Kong, A., Liu, J.S., Wong, W.H.: Sequential imputations and Bayesian missing data problems. J. Am. Stat. Assoc. 89(425), 278\u2013288 (1994)","journal-title":"J. Am. Stat. Assoc."},{"unstructured":"Lichman, M.: UCI machine learning repository. URL \n                        http:\/\/archive.ics.uci.edu\/ml\n                        \n                     (2013)","key":"9747_CR19"},{"issue":"4","key":"9747_CR20","doi-asserted-by":"crossref","first-page":"1162","DOI":"10.1111\/j.1541-0420.2010.01399.x","volume":"66","author":"AE Raftery","year":"2010","unstructured":"Raftery, A.E., Bao, L.: Estimating and projecting trends in HIV\/AIDS generalized epidemics using incremental mixture importance sampling. Biometrics 66(4), 1162\u20131173 (2010)","journal-title":"Biometrics"},{"doi-asserted-by":"crossref","unstructured":"Roberts, G.O., Tweedie, R.L.: Exponential convergence of Langevin distributions and their discrete approximations. Bernoulli 2(4), 341\u2013363 (1996)","key":"9747_CR21","DOI":"10.2307\/3318418"},{"issue":"4","key":"9747_CR22","doi-asserted-by":"crossref","first-page":"351","DOI":"10.1214\/ss\/1015346320","volume":"16","author":"GO Roberts","year":"2001","unstructured":"Roberts, G.O., Rosenthal, J.S., et al.: Optimal scaling for various Metropolis-Hastings algorithms. Stat. Sci. 16(4), 351\u2013367 (2001)","journal-title":"Stat. Sci."},{"unstructured":"Schuster I.: Gradient importance sampling. \n                        arXiv:1507.05781\n                        \n                    . (2015)","key":"9747_CR23"},{"unstructured":"Sim, A., Filippi, S., Stumpf, M.P.: Information geometry and sequential Monte Carlo. \n                        arXiv:1212.0764\n                        \n                    . (2012)","key":"9747_CR24"},{"key":"9747_CR25","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511801181","volume-title":"An Introduction to Numerical Analysis","author":"E S\u00fcli","year":"2003","unstructured":"S\u00fcli, E., Mayers, D.F.: An Introduction to Numerical Analysis. Cambridge University Press, Cambridge (2003)"},{"key":"9747_CR26","first-page":"503","volume-title":"Bayesian Statistics","author":"M West","year":"1992","unstructured":"West, M.: Modelling with mixtures. In: Berger, J., Bernardo, J., Dawid, A., Smith, A. (eds.) Bayesian Statistics, pp. 503\u2013525. Oxford University Press, Oxford (1992)"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-017-9747-5\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-017-9747-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-017-9747-5.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2018,2,9]],"date-time":"2018-02-09T04:37:53Z","timestamp":1518151073000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-017-9747-5"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,4,19]]},"references-count":26,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2018,5]]}},"alternative-id":["9747"],"URL":"https:\/\/doi.org\/10.1007\/s11222-017-9747-5","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"type":"print","value":"0960-3174"},{"type":"electronic","value":"1573-1375"}],"subject":[],"published":{"date-parts":[[2017,4,19]]}}}