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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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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