A Theory of Statistical Models for Monte Carlo Integration

DOI10.1111/1467-9868.00404zbMath1067.62054OpenAlexW2128717032WikidataQ57307977 ScholiaQ57307977MaRDI QIDQ4672181

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Publication date: 29 April 2005

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00404

zbMATH Keywords

bridge samplingimportance samplingsemiparametric modelinvariant measuregeneralized inverseexponential familymultinomial distributionMarkov chain Monte Carlo methodsnormalizing constantlog-linear modelcontrol variateiterative proportional scalingbiased sampling modelretrospective likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical integration (65D30) Nonparametric inference (62G99)

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Cites Work

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• What is a statistical model? (With comments and rejoinder).
• Weighting for Unequal Selection Probabilities in Multilevel Models
• Robust Models in Probability Sampling
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Monte Carlo strategies in scientific computing

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