A Theory of Statistical Models for Monte Carlo Integration
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- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- Mixture models: theory, geometry and applications
- Monte Carlo strategies in scientific computing
- Robust Models in Probability Sampling
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Weighting for Unequal Selection Probabilities in Multilevel Models
- What is a statistical model? (With comments and rejoinder).
Cited in
(43)- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Two-Stage Importance Sampling With Mixture Proposals
- Rao–Blackwellisation in the Markov Chain Monte Carlo Era
- Comment on ``Probabilistic integration: a role in statistical computation?
- Layer sampling
- Times Square Sampling: An Adaptive Algorithm for Free Energy Estimation
- Error estimates and variance reduction for nonequilibrium stochastic dynamics
- Monte Carlo fusion
- scientific article; zbMATH DE number 7703304 (Why is no real title available?)
- Selection of Proposal Distributions for Multiple Importance Sampling
- Generalized multiple importance sampling
- Statistical paradises and paradoxes in big data. I: Law of large populations, big data paradox, and the 2016 US presidential election
- Monte Carlo integration with Markov chain
- A note on Monte Carlo maximization by the density ratio model
- What are the Most Important Statistical Ideas of the Past 50 Years?
- Statistical inference with non-normalized models: score matching and noise contrastive estimation
- A generalization of spatial Monte Carlo integration
- Testing of mixing models for Monte Carlo probability density function simulations
- Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
- Some large-sample results on a modified Monte Carlo integration method
- Asymptotics of Monte Carlo maximum likelihood estimators
- Scalable Monte Carlo inference and rescaled local asymptotic normality
- Partial differential equations and stochastic methods in molecular dynamics
- Robust mixture of regression models using the symmetric α-stable distribution
- A cluster-sample approach for Monte Carlo integration using multiple samplers
- On estimation of conditional density models with two-phase sampling
- Convergence of Monte Carlo distribution estimates from rival samplers
- Efficient estimation of the link function parameter in a robust Bayesian binary regression model
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models: Who cares if it is a white cat or a black cat?
- Hit and run as a unifying device
- Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models
- Product-form estimators: exploiting independence to scale up Monte Carlo
- Models for Estimating Bayes Factors with Applications to Phylogeny and Tests of Monophyly
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
- Warp Bridge Sampling: The Next Generation
- A modified Monte Carlo integration.
- Properties of the bridge sampler with a focus on splitting the MCMC sample
- On the assessment of Monte Carlo error in simulation-based statistical analyses
- Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
- Improving bridge estimators via \(f\)-GAN
- The statistical bias of numerically integrated statistical procedures
- A Perturbative Approach to Control Variates in Molecular Dynamics
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