On Monte Carlo methods for estimating ratios of normalizing constants
From MaRDI portal
(Redirected from Publication:1372847)
Recommendations
Cites work
- scientific article; zbMATH DE number 3954145 (Why is no real title available?)
- scientific article; zbMATH DE number 947416 (Why is no real title available?)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Importance-Weighted Marginal Bayesian Posterior Density Estimation
- Marginal Likelihood from the Gibbs Output
- Markov chains for exploring posterior distributions. (With discussion)
- Monte Carlo sampling methods using Markov chains and their applications
- Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
- Sampling-Based Approaches to Calculating Marginal Densities
- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Calculation of Posterior Distributions by Data Augmentation
- The Intrinsic Bayes Factor for Model Selection and Prediction
Cited in
(33)- Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
- 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
- A note on Monte Carlo maximization by the density ratio model
- 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
- scientific article; zbMATH DE number 1052811 (Why is no real title available?)
- 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
- A Bayesian approach to the spatial representation of market structure from consumer choice data
- Bayesian Analysis of Single-Molecule Experimental Data
- Bayesian inference for spatially inhomogeneous pairwise interacting point processes
- Target-aware Bayesian inference: how to beat optimal conventional estimators
- 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
- The Bayes factor for inequality and about equality constrained models
- On a Likelihood Approach for Monte Carlo Integration
This page was built for publication: On Monte Carlo methods for estimating ratios of normalizing constants
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1372847)
