Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants

DOI10.1016/j.csda.2012.07.005zbMath1471.62100OpenAlexW2075716374MaRDI QIDQ1621320

Ick Hoon Jin, Faming Liang

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.07.005

zbMATH Keywords

Bayesian analysisstochastic approximationMarkov chain Monte Carlointractable normalizing constant

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from spatial processes (62M30) Bayesian inference (62F15) Stochastic approximation (62L20)

Related Items (1)

On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods

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