On Monte Carlo methods for estimating ratios of normalizing constants

DOI10.1214/aos/1031594732zbMath0936.62028MaRDI QIDQ1372847

Ming-Hui Chen, Qui-Man 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

zbMATH Keywords

bridge sampling; importance sampling; path sampling; Markov chain Monte Carlo; Metropolis-Hastings algorithm; Gibbs sampling; Bayesian computations; ratio importance sampling

Mathematics Subject Classification ID

62F15: Bayesian inference

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

Related Items

Selection of importance weights for monte carlo estimation of normalizing constants, Bayesian variable selection for proportional hazards models, Computing marginal likelihoods from a single MCMC output, Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation, An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data, Bayesian Analysis of Single-Molecule Experimental Data, Bayesian inference for circular distributions with unknown normalising constants, Bayesian inference for spatially inhomogeneous pairwise interacting point processes, The Bayes factor for inequality and about equality constrained models, A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data, Model uncertainty, Computational advances for and from Bayesian analysis, A Bayesian approach to the spatial representation of market structure from consumer choice data

Uses Software

• tsbridge

Cites Work

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