Quasi-Random Sampling Importance Resampling

摘要

We propose two modifications of the sampling/importance resampling (SIR) algorithm introduced by Rubin (1988). They are based on the use of low-discrepancy point sets and sequences. The proposed algorithms yield more representative samples in the sense of the F-discrepancy that turns into better estimations of summary inferences. Although no theoretical proof is provided, an empirical study through a wide range of distributions shows that the proposed approaches improve the SIR algorithm. We include some examples which are illustrative in this sense.