Calibrated path sampling and stepwise bridge sampling

DOI10.1016/J.JSPI.2012.10.001MaRDI QIDQ1931357zbMATH OpenOpenAlexFDO

Authors Zhiqiang Tan

Publication date 25 January 2013

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2012.10.001

zbMATH Keywords

Markov chain Monte Carlosequential Monte Carlonormalizing constantcontrol variatepath samplingtrapezoidal rulebridge samplingbiquadratic interpolation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05)

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Cited in

(3)

• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
• Warp Bridge Sampling: The Next Generation
• Properties of the bridge sampler with a focus on splitting the MCMC sample

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