Importance sampling for families of distributions

DOI10.1214/aoap/1029962870zbMath0966.60061MaRDI QIDQ1578598

Neal Madras, Mauro Piccioni

Publication date: 4 September 2000

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1029962870

zbMATH Keywords

importance sampling; Markov chain Monte Carlo; statistical physics

Mathematics Subject Classification ID

60J05: Discrete-time Markov processes on general state spaces

65C99: Probabilistic methods, stochastic differential equations

Related Items

Selection of importance weights for monte carlo estimation of normalizing constants, Opinion formation in a heterogeneous population --- a new approach to the Hopfield model, Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions, Monte Carlo study of the interacting self-avoiding walk model in three dimensions., Markov chain decomposition for convergence rate analysis, On swapping and simulated tempering algorithms.

Uses Software

• tsbridge

Cites Work

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