Optimal Mixture Weights in Multiple Importance Sampling

alpha2N | Internal function. convert mixture proportions to mixture... |

batch.estimation | Two stage estimation, a pilot estimate of mixing alpha and a... |

compatible.test | Test the compatibility of user defined functions _fname,... |

do.mixture.sample | Internal function. sample from the mixture distribution... |

do.plain.mc | Do plain monte carlo with target density |

get.index.b | Internal function. Get the row index in the stacked sample... |

get.initial.alpha | Internal function. Calculate the initial alpha vector for the... |

get.var | Internal function. With stratified samples, calculate the... |

mixture.is.estimation | For a given mixture weight alpha, use importance sample with... |

optismixture | Optimal Mixture Weights in Multiple Importance Sampling |

penoptpersp | penalized optimization of the constrained linearized... |

penoptpersp.alpha.only | penalized optimization of the constrained linearized... |

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