Improving bridge estimators via \(f\)-GAN

DOI10.1007/s11222-022-10133-yzbMath1496.62024arXiv2106.07462OpenAlexW3171868693MaRDI QIDQ2080347

Hanwen Xing

Publication date: 7 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.07462

zbMATH Keywords

Bayes factor\(f\)-divergencenormalizing constantsMonte Carlo estimationgenerative adversarial networknormalizing flow

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Uses Software

• CUDA
• WinBUGS
• R2WinBUGS
• tsbridge
• PyTorch
• nflows
• nsf
• Flow-GAN

Cites Work

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• Properties of the bridge sampler with a focus on splitting the MCMC sample
• Default Bayesian model determination methods for generalised linear mixed models
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• Divergence measures based on the Shannon entropy
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Fitting Full-Information Item Factor Models and an Empirical Investigation of Bridge Sampling
• A Theory of Statistical Models for Monte Carlo Integration
• A likelihood-based method for analysing longitudinal binary responses
• Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Nested sampling for general Bayesian computation

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