Partition-weighted Monte Carlo estimation

DOI10.1023/A:1022426103047MaRDI QIDQ1868294zbMATH OpenOpenAlexFDO

Authors Ming-Hui Chen, Q. M. Shao

Publication date 27 April 2003

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022426103047

zbMATH Keywords

Bayesian computationimportance samplingMarkov chain Monte Carloposterior distributionsimulation

Mathematics Subject Classification ID

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

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Cited in

(6)

• A new Monte Carlo method for estimating marginal likelihoods
• Weighted particle tempering
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Recurrent partial averaging in the theory of weighted Monte Carlo methods
• A random weighting approach for posterior distributions
• Discussion of ``Equi-energy sampler by Kou, Zhou and Wong

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