On a Likelihood Approach for Monte Carlo Integration

DOI10.1198/016214504000001664MaRDI QIDQ4651030zbMATH OpenOpenAlexFDO

Authors Zhiqiang Tan

Publication date 21 February 2005

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214504000001664

zbMATH Keywords

bridge sampling, stratified samplingimportance samplingmaximum likelihood estimatorMonte Carlo integration

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Point estimation (62F10) Monte Carlo methods (65C05)

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Cited in

(21)

• Importance sampling: intrinsic dimension and computational cost
• Calibrated path sampling and stepwise bridge sampling
• Product-form estimators: exploiting independence to scale up Monte Carlo
• Comment: unreasonable effectiveness of Monte Carlo
• Generalized multiple importance sampling
• Monte Carlo integration with Markov chain
• Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions
• A cluster-sample approach for Monte Carlo integration using multiple samplers
• Nonparametric likelihood and doubly robust estimating equations for marginal and nested structural models
• Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
• A Theory of Statistical Models for Monte Carlo Integration
• A Perturbative Approach to Control Variates in Molecular Dynamics
• Two-Stage Importance Sampling With Mixture Proposals
• Partial differential equations and stochastic methods in molecular dynamics
• Warp Bridge Sampling: The Next Generation
• Selection of Proposal Distributions for Multiple Importance Sampling
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• Times Square Sampling: An Adaptive Algorithm for Free Energy Estimation
• Error estimates and variance reduction for nonequilibrium stochastic dynamics
• Statistical inference with non-normalized models: score matching and noise contrastive estimation
• On estimation of conditional density models with two-phase sampling

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Uses Software

• tsbridge

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