Importance sampling for Gibbs random fields

DOI10.1214/AOAP/1177005372MaRDI QIDQ1308711zbMATH OpenOpenAlexFDO

Authors Paolo Baldi, Arnoldo Frigessi, Mauro Piccioni

Publication date 15 December 1993

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoap/1177005372

zbMATH Keywords

Gibbs random fieldsinteraction potentialMarkov chainsvariance reduction techniques

Mathematics Subject Classification ID

Large deviations (60F10) Random fields (60G60) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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(8)

• Importance sampling for families of distributions
• Reversible algorithm of simulating multivariate densities with multi-hump
• Monte Carlo Markov chains constrained on graphs for a target with disconnected support
• Gibbs sampler by sampling-importance-resampling
• Image-based empirical importance sampling: an efficient way of estimating intensities
• Comparison theorems for Gibbs measures
• Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
• An efficient estimator for Gibbs random fields

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