Topic: Importance Sampling and Adaptive Quadrature

Tensor-Product Quadrature and Its Dimensional Cost

The Importance Sampling Identity and Unbiased Estimators

Sparse-Grid Quadrature for Many Random Effects

Stable Log-Domain Computation of Marginal Likelihoods

Standard-Normal Coordinates for Random-Effects Integration

Quadrature Error and Node-Refinement Diagnostics

Monte Carlo Error in Importance-Sampled Likelihoods

Marginal Likelihood Integrals in Nonlinear Mixed-Effects Models

Heavy-Tailed Weights and Defensive Importance Proposals

Importance Sampling with Correlated and High-Dimensional Effects