Simulating normalizing constants: From importance sampling to bridge sampling to path sampling (Q5926348)
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scientific article; zbMATH DE number 1571031
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English | Simulating normalizing constants: From importance sampling to bridge sampling to path sampling |
scientific article; zbMATH DE number 1571031 |
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Simulating normalizing constants: From importance sampling to bridge sampling to path sampling (English)
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1998
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numerical examples
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importance sampling
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bridge sampling
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path sampling
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acceptance ratio method
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Hellinger distance
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Jeffreys prior density
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Markov chain Monte Carlo method
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numerical integration
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Rao distance
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thermodynamic integration
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