On Monte Carlo methods for estimating ratios of normalizing constants
DOI10.1214/AOS/1031594732zbMATH Open0936.62028OpenAlexW2067761593MaRDI QIDQ1372847FDOQ1372847
Authors: Ming-Hui Chen, Q. M. Shao 
Publication date: 18 May 2000
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1031594732
Recommendations
Markov chain Monte Carloimportance samplingMetropolis-Hastings algorithmGibbs samplingpath samplingbridge samplingBayesian computationsratio importance sampling
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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Cited In (33)
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- A Monte Carlo Metropolis-Hastings algorithm for sampling from distributions with intractable normalizing constants
- Model uncertainty
- Layer sampling
- An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data
- An Invitation to Sequential Monte Carlo Samplers
- Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
- Computing marginal likelihoods from a single MCMC output
- Selection of importance weights for monte carlo estimation of normalizing constants
- Bayesian variable selection for proportional hazards models
- A Bayesian small area model with order restrictions for contingency tables
- A note on Monte Carlo maximization by the density ratio model
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- Partition-weighted Monte Carlo estimation
- Computational advances for and from Bayesian analysis
- A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data
- Bayesian Analysis of Single-Molecule Experimental Data
- A Bayesian approach to the spatial representation of market structure from consumer choice data
- Target-aware Bayesian inference: how to beat optimal conventional estimators
- Bayesian inference for spatially inhomogeneous pairwise interacting point processes
- Bayesian inference for circular distributions with unknown normalising constants
- Screening the Discrepancy Function of a Computer Model
- Computing marginal likelihoods via the Fourier integral theorem and pointwise estimation of posterior densities
- A Bayesian graphical model for ChIP-Seq data on histone modifications
- State price densities implied from weather derivatives
- Warp Bridge Sampling: The Next Generation
- Bayesian graphical models for differential pathways
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- Improving bridge estimators via \(f\)-GAN
- A Perturbative Approach to Control Variates in Molecular Dynamics
- On a Likelihood Approach for Monte Carlo Integration
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- The Bayes factor for inequality and about equality constrained models
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