On Monte Carlo methods for estimating ratios of normalizing constants

DOI10.1214/aos/1031594732zbMath0936.62028OpenAlexW2067761593MaRDI 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 samplingimportance samplingpath samplingMarkov chain Monte CarloMetropolis-Hastings algorithmGibbs samplingBayesian computationsratio importance sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• tsbridge

Cites Work

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