Posterior sampling when the normalizing constant is unknown

DOI10.1080/03610918.2011.555042MaRDI QIDQ3015884zbMATH OpenOpenAlexFDO

Authors Stephen G. Walker

Publication date 13 July 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.555042

zbMATH Keywords

Gibbs samplingreversible jump MCMCunknown normalizing constant

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cites work

• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• Efficient Calculation of the Normalizing Constant of the Autologistic and Related Models on the Cylinder and Lattice
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Normalized random measures driven by increasing additive processes
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

Cited in

(20)

• Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE
• Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
• On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
• Randomized maximum likelihood based posterior sampling
• On nonnegative unbiased estimators
• Prior specification of neighbourhood and interaction structure in binary Markov random fields
• Approximate computations for binary Markov random fields and their use in Bayesian models
• A Bayesian analysis of the Bingham distribution
• Exact Bayesian inference for the Bingham distribution
• Posterior Analysis for Normalized Random Measures with Independent Increments
• Bayesian inference with misspecified models
• An EPPF from independent sequences of geometric random variables
• scientific article; zbMATH DE number 7353871 (Why is no real title available?)
• Log-linear Bayesian additive regression trees for multinomial logistic and count regression models
• Posterior sampling from -approximation of normalized completely random measure mixtures
• Modified Pólya-Gamma data augmentation for Bayesian analysis of directional data
• Bayesian inference in cumulative distribution fields
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• The Poisson transform for unnormalised statistical models
• Bayesian Model Choice for Directional Data

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