Selection of importance weights for monte carlo estimation of normalizing constants (Q4266855): Difference between revisions

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+On Monte Carlo methods for estimating ratios of normalizing constants
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+Methods for approximating integrals in statistics with special emphasis on Bayesian integration problems
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+Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
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+Bayesian reduced rank regression in econometrics
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+Practical Markov Chain Monte Carlo
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+On Kullback-Leibler loss and density estimation
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+Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
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+Importance sampling for families of distributions
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+Adaptive importance sampling in monte carlo integration
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Q4727203
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+Markov chains for exploring posterior distributions. (With discussion)
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